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YieldMax TSLA Option Income Strategy TSLY 22.74 0.44 1.97%

TSLY Gamma Exposure (GEX)

TSLY (YieldMax TSLA Option Income Strategy): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.302
Put Call Ratio (OI)
2.27
Put Call Ratio (Vol)
0.873
IV Rank
1.81
IV Percentile
9.88
Max Pain
23

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-32.3
32.3
View values by strike
TSLY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
4.00 0 -8.04
5.00 0 -12.1
6.00 0 -38.9
7.00 0 -279
8.00 0 -1.4 K
9.00 0 -632
10.00 0 -94.3
11.00 0 -129
12.00 0 -7.46
13.00 0 -11
14.00 0 -3.73
15.00 0 -576
16.00 0 -1.34
17.00 0 -23.9
18.00 0 -56
19.00 0 -241
20.00 446 -153 K
21.00 718 -5.72 K
22.00 7.1 K -6.86 K
23.00 7.33 K -700
24.00 11.6 K -5.91e-9
25.00 4.07 K 3.84e-9
26.00 658 1.2e-8
27.00 116 -7.73e-9
28.00 168 1.66e-9
29.00 606 -4.32e-10
30.00 2.47 K 8.69e-9
31.00 285 3.5e-9
32.00 179 -4.89e-9
33.00 126 -7.54e-10
34.00 2.17 K -3.5e-9
35.00 774 -6.37e-9
36.00 368 7.22e-9
37.00 266 -3.01e-9
38.00 149 1.39e-8
39.00 117 -1.99e-8
40.00 763 1.82e-9
41.00 47.1 -6.43e-9
42.00 44.4 5.79e-9
43.00 0 1.62e-9
44.00 0 -1.39e-9
45.00 14.7 -5.74e-9
46.00 6.47 -3.78e-10
47.00 6.28 1.06e-9
48.00 0 -7.5e-10
49.00 0 4.14e-10
50.00 11.6 3.06e-10
55.00 349 -2.46e-10