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A AOS 64.55 -2.02 -3.03%

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ATM IV
0.35
Put Call Ratio (OI)
0.686
Put Call Ratio (Vol)
0.339
IV Rank
55.3
IV Percentile
88.7
Max pain
60

Gamma exposure (2026-11-06)

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}
14.0
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.4
40.4
View values by strike
AOS · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 62.8 -1.27 K
45.00 482 -6.16 K
50.00 523 -26.4 K
55.00 660 -100 K
60.00 328 K -50.4 K
65.00 398 K -35.6 K
70.00 152 K -5.74 K
75.00 18.9 K 0
80.00 5.45 K 0
85.00 1.29 K 0