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iShares Core MSCI EAFE ETF IEFA 95.54 -2.94 -2.99%

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ATM IV
0.211
Put Call Ratio (OI)
0.358
Put Call Ratio (Vol)
0.345
IV Rank
14.7
IV Percentile
66.8
Max pain
96

Gamma exposure (2026-11-05)

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.8
40.8
View values by strike
IEFA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 57.3 0
62.00 0 -29.3
70.00 117 0
75.00 82 -8.92 K
77.00 649 0
79.00 107 0
80.00 1.29 K -1.17 K
84.00 493 0
85.00 11.8 K -1.21 K
86.00 9.1 K -197
87.00 366 -210
88.00 38.7 K -2.77 K
89.00 1.57 K -262
90.00 2.42 K -13.4 K
91.00 3.58 K -2.61 K
92.00 5.71 K -9.13 K
93.00 0 -7.78 K
94.00 0 -53.6 K
95.00 2.64 K -4.4 K
96.00 313 -13.2 K
97.00 8.08 K -29.8 K
98.00 10.2 K -588
99.00 8.97 K -2.71 K
100.00 81.5 K 0
101.00 35.7 K -1.3 K
102.00 51.2 K -4.66 K
103.00 21.8 K 0
104.00 20.7 K 0
105.00 16.6 K -552
106.00 4.92 K -1.48 K
107.00 3.96 K -240
108.00 2.46 K 0
110.00 11.9 K 0