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CDW Corporation CDW 168.75 18.98 12.67%

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ATM IV
0.465
Put Call Ratio (OI)
0.926
Put Call Ratio (Vol)
0.589
IV Rank
49.3
IV Percentile
70.6
Max pain
150

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
408.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-113.8
113.8
View values by strike
CDW · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -204
65.00 0 -11.2
70.00 54.3 -82.3
75.00 28.9 -180
80.00 127 -868
85.00 92.1 -349
90.00 160 -1.51 K
95.00 22.5 -28.3 K
100.00 755 -10.6 K
105.00 2.3 K -1.81 K
110.00 4.42 K -14.3 K
115.00 4.04 K -167 K
120.00 15.7 K -19.6 K
125.00 4.84 K -25.2 K
130.00 16.6 K -309 K
135.00 11.2 K -211 K
140.00 70.9 K -182 K
145.00 56 K -37.3 K
150.00 124 K -327 K
155.00 358 K -50.2 K
160.00 2.15 M -45.4 K
165.00 536 K -38 K
170.00 215 K -37.4 K
175.00 123 K -920
180.00 239 K -445
185.00 54.8 K -399
190.00 189 K 0
195.00 54.3 K 0
200.00 81.4 K 0
210.00 253 K 0
220.00 6.45 K 0
230.00 7.6 K 0
240.00 250 0