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Brown & Brown BRO 73.89 2.97 4.19%

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ATM IV
0.297
Put Call Ratio (OI)
0.233
Put Call Ratio (Vol)
0.15
IV Rank
30.7
IV Percentile
29.8
Max pain
55

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
225.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.9
43.9
View values by strike
BRO · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 4.32 -77
35.00 12 K -95
40.00 1.88 K -871
45.00 1.76 K -960
50.00 879 -2.65 K
55.00 6.44 K -15.6 K
60.00 3.54 K -7.93 K
65.00 11.3 K -51.2 K
70.00 449 K -95.2 K
75.00 698 K -36 K
80.00 37.7 K -1.18 K
85.00 10.3 K 0
90.00 3.7 K 0
95.00 3.86 K -188
100.00 369 0
105.00 44.3 0