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Carlisle Companies CSL 375.74 -3.22 -0.85%

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ATM IV
0.374
Put Call Ratio (OI)
1.21
Put Call Ratio (Vol)
0.613
IV Rank
16.7
IV Percentile
53.4
Max pain
360

Gamma exposure (2026-11-06)

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-262.2
262.2
View values by strike
CSL · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
150.00 5.7 0
160.00 7.48 0
170.00 0 -36.3
180.00 1.08 0
185.00 10.3 0
200.00 5.56e-6 -268
210.00 40.4 -223
220.00 -6.44e-7 -1.04 K
230.00 1.43e-6 -346
240.00 0 -1.04 K
250.00 3.91e-6 -801
260.00 0 -1.81 K
270.00 180 -2.81 K
280.00 260 K -23.9 K
290.00 320 K -3.81 K
300.00 911 -22.9 K
310.00 394 -12.2 K
320.00 4.07 K -538 K
330.00 4.2 K -23.2 K
340.00 7.6 K -6.48 K
350.00 21.5 K -10.5 K
360.00 19.7 K -2.2 M
370.00 62.3 K -2.92 K
380.00 76.7 K -7.71 K
390.00 50.7 K -691
400.00 121 K -2.2 K
410.00 23.2 K -6.23 K
420.00 37.1 K -904
430.00 93.4 K 0
440.00 4.28 K 0
450.00 11.7 K 0
460.00 1.25 K 0
470.00 1.44 K 0
480.00 3.5 K 0
490.00 2.4 K 0
500.00 907 0
520.00 748 0
540.00 152 0
560.00 613 0
580.00 1.21 K 0