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YieldMax Ultra Option Income Strategy ULTY 26.12 0.3 1.16%

ULTY Gamma Exposure (GEX)

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

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ATM IV
0.172
Put Call Ratio (OI)
1.78
Put Call Ratio (Vol)
1.61
IV Rank
0.16
IV Percentile
0.4
Max Pain
30

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
-33.9
33.9
View values by strike
ULTY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0 -69.9
2.00 0 -123
3.00 0 -664
4.00 0 -2.36 K
5.00 0 -2.98 K
6.00 0 -1.23 K
7.00 0 -87.6
8.00 0 -332
9.00 0 -6.6
10.00 0 -34.9
11.00 0 -97.3
15.00 0 -0.122
17.00 0 -50.1
18.00 0 -94.3
19.00 0 -40.1
20.00 0 -3.75 K
21.00 0 -90.5
22.00 0 -616
23.00 0 -1.3 K
24.00 118 -26.3 K
25.00 2.99 K -23.2 K
26.00 25.1 K -10.7 K
27.00 6.07 K -1.93 K
28.00 2.75 K -2.38 K
29.00 305 -2.39 K
30.00 4.97 K -1.98 K
31.00 642 -933
32.00 933 -537
33.00 1.12 K -39
34.00 291 -51.8
35.00 134 -146
36.00 42.8 -14.1
37.00 455 -1.17
38.00 400 -5.62
39.00 28.9 -9.16
40.00 411 -25.5
41.00 0 -8.17
42.00 0 -36.9
43.00 0 -40.8
44.00 0 -47.5
45.00 200 -72.2
46.00 0 6.87e-10
47.00 0 1.32e-9
48.00 0 4.74e-10
49.00 0 -2.97e-10
50.00 158 -2.76e-11
55.00 0 -2.17e-9
60.00 0 -2.47e-10