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United States 12 Month Natural UNL 5.73 -0.02 -0.28%

UNL Gamma Exposure (GEX)

UNL (United States 12 Month Natural): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.402
Put Call Ratio (OI)
0.015
Put Call Ratio (Vol)
0.189
IV Rank
5.21
IV Percentile
27.6
Max Pain
6

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
-7.3
7.3
View values by strike
UNL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 -5.09e-8 0
5.00 512 0
6.00 20 K -933
7.00 9.01 K 0
8.00 560 0
9.00 74 0