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Simplify Short Term Treasury Futures TUA 19.33 0.05 0.26%

TUA Gamma Exposure (GEX)

TUA (Simplify Short Term Treasury Futures): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.108
Put Call Ratio (OI)
0.0731
Put Call Ratio (Vol)
0.044
IV Rank
8.11
IV Percentile
7.51
Max Pain
19

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
-11.7
11.7
View values by strike
TUA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
18.00 1.68 K 0
19.00 224 0
20.00 11.8 K 0
21.00 7.05 K -1.57 K
22.00 982 0
23.00 317 0
24.00 117 0
25.00 336 0