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CarGurus CARG 36.52 2.75 8.14%

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ATM IV
0.588
Put Call Ratio (OI)
58.5
Put Call Ratio (Vol)
23.7
IV Rank
34.4
IV Percentile
74.1
Max pain
35

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
198.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.5
21.5
View values by strike
CARG · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 423 -265
23.00 13.7 -13.1
24.00 32.3 -56.4 K
25.00 18.2 -384
26.00 21.1 -2.98 K
27.00 23.1 -103 K
28.00 132 -755
29.00 170 -477
30.00 1.12 K -293 K
31.00 777 -171 K
32.00 5.1 K -369
33.00 5.57 K -1.82 K
34.00 761 -393 K
35.00 771 -728 K
36.00 2.79 K -7.44 K
37.00 607 -186
38.00 1.78 K 0
39.00 559 0
40.00 979 0
41.00 1.72 K 0
42.00 88.5 0
45.00 2.08 K 0
50.00 1.77 K 0