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American Financial Group AFG 142.31 -0.56 -0.39%

AFG Gamma Exposure (GEX)

AFG (American Financial Group): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.198
Put Call Ratio (OI)
0.287
Put Call Ratio (Vol)
1
IV Rank
17.3
IV Percentile
9.2
Max Pain
140

Gamma exposure (2026-09-18)

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}
0.0
182.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-69.0
69.0
View values by strike
AFG · Gamma exposure · 2026-09-18. USD of exposure per 1% underlying move.
StrikeCallsPuts
83.50 0 -54.3
88.50 0 -32.5
95.00 0 -41.9
98.50 0 -145
100.00 0 -55.9
103.50 0 -120
105.00 0 -348
108.50 0 -379
110.00 94.9 -493
113.50 0 -197
115.00 0 -649
118.50 0 -744
120.00 193 -180
123.50 0 -573
125.00 1.33 K -2.19 K
128.50 0 -1.39 K
130.00 15.1 K -5.21 K
135.00 12.3 K -13.4 K
138.50 0 -14.5 K
140.00 19.6 K -12.8 K
143.50 55 K 0
145.00 46.7 K -1.11 K
148.50 56.1 K 0
150.00 24.4 K 0
153.50 11 K 0
155.00 4.68 K 0
158.50 582 0
160.00 6.35 K 0
163.50 215 0
165.00 705 0
170.00 1.61 K 0
175.00 285 0
185.00 115 0