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Allegro MicroSystems ALGM 31.25 -2.41 -7.16%

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ATM IV
0.697
Put Call Ratio (OI)
0.363
Put Call Ratio (Vol)
0.373
IV Rank
42.6
IV Percentile
63.3
Max pain
32.5

Gamma exposure (2026-11-04)

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}
16.0
772.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.2
64.2
View values by strike
ALGM · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 2.26 0
10.00 4.62 -195
12.50 390 -153
15.00 396 -311
17.50 922 -516
20.00 594 -1.93 K
22.50 791 -5.14 K
25.00 2.97 K -14.1 K
27.50 4.99 K -11.4 K
30.00 13.4 K -48.4 K
32.50 303 K -124 K
35.00 431 K -43 K
37.50 24.3 K -7.26 K
40.00 60.3 K -39 K
42.50 8.21 K -539
45.00 11.1 K -8.13 K
47.50 4.59 K -224
50.00 11.2 K -1.44 K
52.50 2.66 K -20.3
55.00 5.3 K -20.1
57.50 2.63 K 0
60.00 5.04 K 0
62.50 966 0
65.00 1.92 K 0
67.50 105 0
70.00 1.56 K 0
72.50 377 0
75.00 21.6 K 0
80.00 962 0
85.00 2.03 K 0
90.00 305 0
95.00 778 0