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Krispy Kreme DNUT 3.02 -0.03 -0.98%

DNUT Gamma Exposure (GEX)

DNUT (Krispy Kreme): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.511
Put Call Ratio (OI)
0.528
Put Call Ratio (Vol)
1.04
IV Rank
0.15
IV Percentile
0.39
Max Pain
3

Gamma exposure (2026-09-18)

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}
0.0
854.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.5
19.5
View values by strike
DNUT · Gamma exposure · 2026-09-18. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 35.9 0
1.00 77.7 0
1.50 49.8 -406
2.00 362 -1.19 K
2.50 6.28 K -10.6 K
3.00 10.1 K -26.1 K
3.50 16.8 K -8.7 K
4.00 31.4 K -1.98 K
4.50 4.53 K -888
5.00 10.3 K -2.33 K
5.50 1.93 K -272
7.50 1.93 K -498
10.00 3.23 K 0
12.50 218 0
15.00 814 0