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Diageo plc DEO 97.7 3.65 3.88%

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ATM IV
0.321
Put Call Ratio (OI)
0.514
Put Call Ratio (Vol)
0.591
IV Rank
21.7
IV Percentile
62.1
Max pain
90

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
443.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-57.7
57.7
View values by strike
DEO · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 22.6 K -782
45.00 14.7 K -6.63
50.00 2.5 K -778
55.00 279 -438
60.00 1.4 K -1.64 K
65.00 989 -5.43 K
70.00 2.56 K -17 K
75.00 9.46 K -53.7 K
80.00 55.1 K -176 K
85.00 188 K -276 K
90.00 539 K -242 K
95.00 905 K -399 K
100.00 961 K -209 K
105.00 409 K -11.9 K
110.00 239 K -19.5 K
115.00 53.9 K -2 K
120.00 12.4 K -1.49 K
125.00 11.8 K -116
130.00 22.7 K 0
135.00 1.68 K 0
140.00 19.1 K 0