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Agora API 4.2 -0.03 -0.71%

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ATM IV
0.864
Put Call Ratio (OI)
0.0609
Put Call Ratio (Vol)
0.0298
IV Rank
8.93
IV Percentile
31.4
Max pain
5

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
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-3.5
3.5
View values by strike
API · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 1.08 K -502
5.00 25.1 K 0
7.50 1.53 K 0