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Claritev Corporation CTEV 22.71 2.49 12.31%

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ATM IV
1.25
Put Call Ratio (OI)
0.584
Put Call Ratio (Vol)
0.769
IV Rank
14.1
IV Percentile
64.8
Max pain
20

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
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-81.7
81.7
View values by strike
CTEV · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0 -45.7
10.00 0 -26
12.50 20.3 -272
15.00 131 -160
17.50 323 -940
20.00 114 -1.1 K
22.50 593 -761
25.00 3.51 K -1.72 K
30.00 8.92 K -3.02 K
35.00 586 -2.94 K
40.00 729 -643
45.00 1.43 K -33.2
50.00 1.26 K 0
55.00 322 -89
60.00 818 -15.7
65.00 22.9 0
70.00 37 0
75.00 123 0
80.00 40.3 0
90.00 12.6 0
95.00 16.1 0
100.00 19.4 0
105.00 25.7 0