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CMS Energy Corporation CMS 70.98 0.98 1.4%

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ATM IV
0.175
Put Call Ratio (OI)
0.248
Put Call Ratio (Vol)
0.378
IV Rank
21
IV Percentile
27.8
Max pain
65

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
-44.0
44.0
View values by strike
CMS · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 0 -46.4
50.00 103 -315
55.00 452 -2.48 K
60.00 365 -9.06 K
65.00 40.7 K -82.9 K
70.00 623 K -21.9 K
75.00 198 K -7.01 K
80.00 17.7 K -303
85.00 4.99 K 0
90.00 5.02 K -857
95.00 6.93 K 0
100.00 0 -167