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PIMCO 25+ Year Zero Coupon ZROZ 59.15 0.72 1.23%

ZROZ Gamma Exposure (GEX)

ZROZ (PIMCO 25+ Year Zero Coupon): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.185
Put Call Ratio (OI)
0.967
Put Call Ratio (Vol)
1.46
IV Rank
52.3
IV Percentile
81.3
Max Pain
59

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
-16.9
16.9
View values by strike
ZROZ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
49.00 410 -2.03 K
50.00 2.07 K -1.61 K
51.00 0 -1.96 K
52.00 231 -10 K
53.00 0 -14.7 K
54.00 2.88 K -38.6 K
55.00 2.18 K -50.5 K
56.00 8.33 K -19.3 K
57.00 5.68 K -31.7 K
58.00 64.8 K -267 K
59.00 75 K -23.3 K
60.00 111 K -40.4 K
61.00 31.3 K -23.2 K
62.00 57.3 K -5.04 K
63.00 13.1 K -4.64 K
64.00 3.62 K -8.48 K
65.00 110 K -740
66.00 20.5 K 0
67.00 11.9 K 0
68.00 3.76 K 0
69.00 4.4 K 0
70.00 8.75 K 0
71.00 1.88 K 0
72.00 535 -304
73.00 1.54 K 0
75.00 3.44 K -1.02 K
76.00 2.99 K 0