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Cullen/Frost Bankers Inc CFR 156.68 -3.01 -1.88%

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ATM IV
0.293
Put Call Ratio (OI)
0.636
Put Call Ratio (Vol)
1.54
IV Rank
44.5
IV Percentile
75.7
Max pain
155

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
197.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-93.7
93.7
View values by strike
CFR · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
70.00 0 -29.2
75.00 0 -17
80.00 0 -59.3
85.00 0 -117
90.00 0 -53.8
95.00 0 -95.1
100.00 0 -189
105.00 0 -225
110.00 0 -108
115.00 0 -66.8
120.00 0 -469
125.00 0 -833
130.00 0 -1.01 K
135.00 218 -20.9 K
140.00 0 -6.76 K
145.00 0 -46.5 K
150.00 9.19 K -88.6 K
155.00 18.3 K -169 K
160.00 106 K -24.2 K
165.00 44.3 K -977
170.00 110 K 0
175.00 9.7 K 0
180.00 48.1 K 0
185.00 90.6 K -366
190.00 1.69 K 0
195.00 797 0
200.00 1.4 K 0
210.00 224 0
220.00 141 0