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iShares Trust iShares Future Exponential XT 83.96 1.71 2.08%

XT Gamma Exposure (GEX)

XT (iShares Trust iShares Future Exponential): 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
0.22
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
11.1
IV Percentile
42.7
Max Pain
64

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
-39.0
39.0
View values by strike
XT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
66.00 58.3 0
67.00 176 0
74.00 1.15 K 0
81.00 484 0
82.00 569 0
87.00 1.26 K 0
88.00 498 0
89.00 231 0
90.00 447 0