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C CHRW 128.31 -5.53 -4.13%

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ATM IV
0.4
Put Call Ratio (OI)
0.331
Put Call Ratio (Vol)
1.04
IV Rank
15.9
IV Percentile
67.9
Max pain
130

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
-171.7
171.7
View values by strike
CHRW · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
65.00 0 -209
70.00 178 -208
75.00 133 -42.1 K
80.00 45.6 -2.03 K
85.00 910 -835
90.00 1.06 K -23.3 K
92.50 1 K -254
95.00 56.3 K -10.5 K
97.50 9.59 K -417
100.00 56.7 K -162 K
105.00 114 K -35.9 K
110.00 63.3 K -38.7 K
115.00 248 K -171 K
120.00 123 K -251 K
125.00 1.47 M -506 K
130.00 687 K -533 K
135.00 725 K -388 K
140.00 574 K -262 K
145.00 345 K -151 K
150.00 168 K -67.9 K
155.00 239 K -61.2 K
160.00 268 K -29.3 K
165.00 158 K -9.2 K
170.00 333 K -28.9 K
175.00 122 K -2.25 K
180.00 93.8 K -1.15 K
185.00 64.6 K -9.88 K
190.00 50.9 K -625
195.00 21.6 K -473
200.00 77.8 K -10.3 K
210.00 86.1 K -1.85 K
220.00 72.5 K -1.35 K
230.00 39.2 K 0
240.00 14.8 K 0
250.00 13.3 K 0
260.00 2.34 K 0
270.00 884 0
280.00 2.47 K 0
290.00 5.85 K 0
300.00 4.5 K 0