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The Carlyle Group Inc CG 39.96 -2.79 -6.53%

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ATM IV
0.463
Put Call Ratio (OI)
1.3
Put Call Ratio (Vol)
0.731
IV Rank
44
IV Percentile
74.1
Max pain
40

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
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-60.0
60.0
View values by strike
CG · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 0 -106
20.00 0 -89
22.50 13.7 -263
25.00 49.1 -1.97 K
27.50 37.5 -4.74 K
30.00 955 -69.3 K
32.50 1.25 K -166 K
35.00 37.5 K -621 K
37.50 160 K -527 K
40.00 414 K -2.01 M
42.50 475 K -151 K
45.00 519 K -188 K
47.50 172 K -290 K
50.00 86.3 K -46.3 K
52.50 84.7 K -6.49 K
55.00 337 K -57.8 K
57.50 37.8 K -4.18 K
60.00 26.8 K -2.32 K
62.50 47.5 K -782
65.00 28.4 K -755
67.50 19.4 K 0
70.00 8.43 K -27.4
72.50 1.03 K 0
75.00 3.73 K -76.5
80.00 13 K -24.2
85.00 3.55 K 0
90.00 2.55 K 0
95.00 4.53 K 0
100.00 454 0