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Pathward Financial CASH 79.01 1.76 2.28%

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ATM IV
0.3
Put Call Ratio (OI)
68.2
Put Call Ratio (Vol)
26
IV Rank
21.8
IV Percentile
31.3
Max pain
75

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
-61.0
61.0
View values by strike
CASH · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -24
55.00 75 0
60.00 49 -526 K
65.00 0 -346 K
70.00 1.71 K -17.1 K
75.00 7.08 K -1.49 M
80.00 29.5 K -169
85.00 14.8 K 0
90.00 7.21 K -335
95.00 2.74 K 0
100.00 2.09 K 0
105.00 124 0
110.00 49.2 0
115.00 128 0