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iShares MSCI USA Value Factor VLUE 201.95 2.09 1.05%

VLUE Gamma Exposure (GEX)

VLUE (iShares MSCI USA Value Factor): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.206
Put Call Ratio (OI)
1.54
Put Call Ratio (Vol)
0.582
IV Rank
10.5
IV Percentile
18.3
Max Pain
200

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
-103.0
103.0
View values by strike
VLUE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
145.00 999 0
146.00 205 -594
148.00 1.88 K 0
152.00 2.27 K 0
160.00 0 -895
163.00 570 0
164.00 590 0
165.00 1.23 K -36.4 K
170.00 2.89 K 0
175.00 912 -1.23 K
180.00 0 -1.15 K
182.00 347 0
185.00 3.22 K -4.79 K
190.00 1.66 K -7.18 K
195.00 12.8 K -49.2 K
198.00 1.82 K 0
199.00 1.85 K -511
200.00 31.9 K -111 K
205.00 54.7 K -2.17 K
210.00 4.8 K 0
215.00 6.32 K 0
220.00 856 -638
230.00 0 -936
235.00 3.6 K 0
245.00 876 0
250.00 711 0
260.00 1.09 K 0