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AppFolio APPF 230.74 -2.48 -1.06%

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ATM IV
0.455
Put Call Ratio (OI)
0.138
Put Call Ratio (Vol)
0.164
IV Rank
32.1
IV Percentile
26
Max pain
220

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
-155.7
155.7
View values by strike
APPF · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
75.00 5.38 -194
80.00 7.41 -10.8
85.00 7.35 -12
90.00 0 -13.4
95.00 0 -89
100.00 11.3 -16.5
105.00 15.8 0
110.00 0 -20.3
115.00 0 -22.5
120.00 81.5 -150
125.00 0 -27.9
130.00 34.5 -691
135.00 24.1 -142
140.00 96.9 -220
145.00 57.6 -157
150.00 167 -2.03 K
155.00 72 -438
160.00 2.73 K -1 K
165.00 3.16 K -616
170.00 4.72 K -1.25 K
175.00 2.93 K -552
180.00 1.29 K -2.36 K
185.00 19.6 K -4.67 K
190.00 8.37 K -15.3 K
195.00 1.94 K -837
200.00 2.25 K -11.1 K
210.00 40.1 K -50.1 K
220.00 216 K -42.2 K
230.00 655 K -42.6 K
240.00 97.5 K 0
250.00 142 K -471
260.00 56.6 K 0
270.00 83.7 K -1 K
280.00 48.8 K -291
290.00 12.9 K 0
300.00 17.7 K 0
310.00 359 -695
320.00 4.88 K 0
340.00 29 K 0