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CALIX CALX 31.86 -1.99 -5.88%

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ATM IV
0.453
Put Call Ratio (OI)
0.288
Put Call Ratio (Vol)
0.613
IV Rank
29.7
IV Percentile
39
Max pain
35

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
379.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-28.1
28.1
View values by strike
CALX · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 0 -7.95
20.00 33.2 -12.2
22.50 233 -119
25.00 428 -262
27.50 538 -1.34 K
30.00 717 -5.93 K
32.50 431 -3.49 K
35.00 5.4 K -13.6 K
37.50 5.13 K -275
40.00 15.8 K 0
42.50 6.41 K 0
45.00 6.36 K 0
47.50 432 0
50.00 2.64 K 0
55.00 745 0
60.00 311 0