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Appian Corporation Class A Common APPN 54.03 4.21 8.45%

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ATM IV
0.693
Put Call Ratio (OI)
0.877
Put Call Ratio (Vol)
3.47
IV Rank
47.8
IV Percentile
68.4
Max pain
45

Gamma exposure (2026-11-05)

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}
15.0
771.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.7
43.7
View values by strike
APPN · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 1.04 -1.95
12.50 90.5 -353
15.00 111 -290
17.50 99.2 -2.04 K
20.00 522 -1.18 K
22.50 472 -2.67 K
25.00 598 -802
27.50 391 -139
30.00 2.18 K -966
32.50 1.01 K -2.07 K
35.00 1.79 K -4.7 K
37.50 3.8 K -2.43 K
40.00 5.11 K -2.34 K
42.50 10.8 K -3.89 K
45.00 13 K -73.5 K
47.50 18.6 K -14.9 K
50.00 30.8 K -33.3 K
52.50 3.54 K -2.65 K
55.00 64.4 K -281
57.50 6.61 K -2.81 K
60.00 39 K -1.15 K
65.00 4.56 K 0
70.00 5.09 K 0
75.00 42 0