Information Services Group, Inc. (III) Gamma Exposure (GEX) & Greeks
Gamma exposure (GEX) analysis shows how options positioning creates dealer hedging pressure across strikes. Includes delta, vanna, charm, vomma, and vega exposure by strike price.
Snapshot as of May 8, 2026.
- Spot Price
- $4.11
- Net Gamma
- $2.2K
- Net Delta
- -$136.2K
- Net Vega
- -$632
- Gamma Concentration
- 0.65
As of May 8, 2026, Information Services Group, Inc. (III) has positive net gamma exposure of $2.2K under the standard dealer-hedging convention. Net delta exposure is -$136.2K. Positive GEX means dealers are net long gamma: they buy into dips and sell into rallies, damping realized volatility and often causing price to pin near heavy open-interest strikes.
Learn how gamma exposure is reported and how to read the data →
Frequently asked III gamma exposure (gex) & greeks questions
- What is the current III gamma exposure (GEX)?
- As of May 8, 2026, Information Services Group, Inc. (III) net gamma exposure is positive at $2.2K under the standard dealer-hedging convention. Net dealer delta exposure is -$136.2K. GEX aggregates the gamma sitting on dealer books across all listed strikes and expirations.
- Is III in positive or negative dealer gamma right now?
- III is currently in positive dealer gamma. Dealers net long gamma buy underlying weakness and sell into rallies to maintain delta-neutrality, which dampens realized volatility and tends to pin price near heavy open-interest strikes.
- What does III GEX tell options traders?
- GEX is a regime indicator: positive-gamma regimes favor mean-reverting strategies (premium-selling near established ranges); negative-gamma regimes favor momentum and breakout strategies. The same options-strategy structure can be appropriate or inappropriate depending on the dealer-gamma regime, so reading the sign and magnitude of net GEX before sizing positions is standard practice.