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United States 12 Month Oil USL 56.18 -0.76 -1.34%

USL Gamma Exposure (GEX)

USL (United States 12 Month Oil): 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
0.322
Put Call Ratio (OI)
0.126
Put Call Ratio (Vol)
0.295
IV Rank
16.9
IV Percentile
27.8
Max Pain
45

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-31.1
31.1
View values by strike
USL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
26.00 3.83 0
30.00 4.99 0
33.00 0 -15.6
35.00 13.8 0
36.00 0 -39.3
40.00 0 -504
41.00 -5.0e-6 -32
42.00 -5.78e-6 -98.1
45.00 0 -472
46.00 657 -54.2
47.00 197 -629
48.00 3.82 K -152
49.00 162 0
50.00 10.3 K -548
51.00 693 -237
52.00 7 K -102
53.00 676 -208
54.00 79.8 -971
55.00 25 K 0
56.00 695 -632
57.00 363 0
58.00 1.87 K 0
59.00 147 -374
60.00 12.8 K 0
61.00 0 -122
63.00 99.1 0
64.00 93.8 0
65.00 1.13 K 0
70.00 3.52 K 0
75.00 1.09 K 0
80.00 1.03 K 0