Closed
⌘K
Sign in Sign up

T-Rex 2X Inverse Tesla Daily TSLZ 10.98 -0.73 -6.2%

TSLZ Gamma Exposure (GEX)

TSLZ (T-Rex 2X Inverse Tesla Daily): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.885
Put Call Ratio (OI)
0.325
Put Call Ratio (Vol)
0.887
IV Rank
14.3
IV Percentile
32.3
Max Pain
12

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.9
23.9
View values by strike
TSLZ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0.683 -7.11
6.00 0 -15
7.00 36.9 -17.6
8.00 48.7 -12.6
9.00 11.5 -721
10.00 691 -597
11.00 837 -535
12.00 1.02 K -17.9
13.00 581 -182
14.00 513 -170
15.00 381 -348
16.00 387 -169
17.00 1.89 K -71.1
18.00 422 -135
19.00 92.8 0
20.00 277 0
21.00 21.4 -40.4
22.00 207 -5.4
23.00 82 0
24.00 66 -9.44
25.00 363 -4.24
26.00 211 0
28.00 7.86 0
29.00 11.4 0
30.00 10.8 -4.2
31.00 14.2 -8.61
35.00 182 0