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Elanco Animal Health Incorporated Common ELAN 25.74 2.06 8.7%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.46
Put Call Ratio (OI)
1.07
Put Call Ratio (Vol)
0.742
IV Rank
24.9
IV Percentile
41.3
Max pain
24

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
-22.7
22.7
View values by strike
ELAN · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
8.00 28 0
10.00 185 -746
12.00 386 -805
13.00 4.61 0
14.00 0 -62.6
15.00 222 -881
16.00 54.1 -369
17.00 3.17 K -1.34 K
18.00 284 -27.3 K
19.00 239 -20.5 K
20.00 7.88 K -20.1 K
21.00 32 K -2.06 K
22.00 13.7 K -6.57 K
23.00 13.6 K -59.1 K
24.00 8.5 K -102 K
25.00 92.4 K -5.58 K
26.00 16.2 K -338
27.00 49.1 K -1.17 K
28.00 19.1 K -1.59 K
29.00 4.04 K -632
30.00 26.1 K -19.3 K
31.00 18.9 K 0
32.00 4.12 K 0
33.00 3.42 K 0
34.00 1.02 K 0
35.00 4.08 K 0
40.00 435 0