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US Treasury 2 Year Note UTWO 47.66 0.14 0.3%

UTWO Gamma Exposure (GEX)

UTWO (US Treasury 2 Year Note): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.054
Put Call Ratio (OI)
0.333
Put Call Ratio (Vol)
0.0667
IV Rank
0.07
IV Percentile
0.42
Max Pain
47

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
-22.5
22.5
View values by strike
UTWO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
44.00 512 0
47.00 7.12 K 0
48.00 0 -7.35 K