iShares Core SP Small-Cap... (IJR)
AMEX: IJR
· Real-Time Price · USD
118.05
0.67 (0.57%)
At close: Aug 26, 2025, 1:44 PM
IJR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for IJR across all expirations is 25,313.78 shares per 1% move, with 31,033.14 from calls and 5,719.36 from puts. The put-call GEX ratio of 0.18 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 14,576.01 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
IJR GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 17,281.93 | -2,705.92 | 14,576.01 | 0.16 |
Oct 17, 25 | 450.04 | -105.27 | 344.77 | 0.23 |
Nov 21, 25 | 4,427.14 | -880.87 | 3,546.27 | 0.20 |
Jan 16, 26 | 7,027.74 | -1,645.7 | 5,382.04 | 0.23 |
Feb 20, 26 | 583.11 | -188.1 | 395.01 | 0.32 |
Jan 15, 27 | 1,263.18 | -193.5 | 1,069.68 | 0.15 |