Invitation Homes Inc. (INVH) Gamma Exposure

Net dealer gamma exposure in Invitation Homes Inc. (INVH) options is -$129.14K — dealers are net short gamma. Gamma exposure (GEX) estimates how much market makers must re-hedge as INVH moves. This page maps that exposure strike by strike, marks the gamma flip level, and explains what the hedging pressure means for price behavior in plain English.

Data as of Aug 25, 2026, 3:50 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$30.24
52-week range
$24.42 – $31.31
ATM IV (30d)
0.0%
IV rank
0 / 100
Low
Expected move
±$0.00 (±0.0%)
Put/call OI
2.51
Put-heavy
Max pain
$30
↓ 0.8% below close
Next earnings
Oct 29, 2026

INVH Gamma Exposure by Strike

-$153K-$76K$0$76K$153KCall GEXPut GEXCumulative GEXSpot2527.503032.503537.50

INVH call GEX (green, above) and put GEX (red, below) by strike, with the cumulative net GEX line (blue). The line crosses zero at the gamma flip level — where net dealer positioning switches from stabilising to amplifying.

Net gamma exposure (GEX)-$129.14K
Net delta exposure315.35K
Total call open interest3,121
Total put open interest7,828

Net dealer gamma exposure is -$129.14K. When dealers are short gamma they buy into rallies and sell into declines to stay hedged, which can amplify price swings. The single largest gamma concentration sits at the $25 strike, which often acts as a magnet or barrier while dealers hedge around it.

INVH Net GEX History

-$19M$19M$56M$94M$132MFeb '26May '26Aug '26

INVH net dealer gamma exposure, past year.

Net dealer gamma exposure has risen from -$164.8K in Feb '26 to -$129.1K today.

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INVH Options FAQ

What is INVH's gamma exposure (GEX) today?

INVH's net dealer gamma exposure is -$129.14K as of Aug 25, 2026. Negative GEX means dealer hedging trades with the market — buying rallies and selling declines — which can amplify swings.

How is INVH gamma exposure calculated?

OptiView multiplies each open INVH contract's gamma by its open interest, contract size, and the square of the share price, counting calls as positive and puts as negative dealer exposure. Summing across all strikes and expirations gives net GEX; the per-strike breakdown is shown in the chart above.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.