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F5 FFIV 310.84 -0.9 -0.29%

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ATM IV
0.452
Put Call Ratio (OI)
0.499
Put Call Ratio (Vol)
0.378
IV Rank
44.5
IV Percentile
78
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
378.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-389.2
389.2
View values by strike
FFIV · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
120.00 21.4 0
125.00 8.83 0
130.00 -6.12e-7 0
135.00 15.9 0
145.00 42.9 -216
150.00 51.3 -4.73 K
155.00 1.63e-5 -144
160.00 37.3 -117
165.00 78.3 -83.8
170.00 123 -45.3
175.00 111 -196
180.00 128 -266
185.00 70.8 -2.48 K
190.00 3.34 K -8.19 K
195.00 3.15 K -309
200.00 4.52 K -3.41 K
210.00 4.92 K -5.95 K
220.00 4.83 K -8.52 K
230.00 7.16 K -8.64 K
240.00 12.5 K -38.2 K
250.00 11 K -13.5 K
260.00 8.17 K -90.1 K
270.00 57.3 K -58.6 K
280.00 25.9 K -30.6 K
290.00 68.2 K -91.6 K
300.00 104 K -425 K
310.00 270 K -323 K
320.00 75.7 K -604 K
330.00 151 K -255 K
340.00 115 K -294 K
350.00 154 K -188 K
360.00 227 K -58.7 K
370.00 206 K -82.9 K
380.00 205 K -79.9 K
390.00 122 K -13.8 K
400.00 317 K -38.9 K
410.00 26.9 K -13.2 K
420.00 165 K -135 K
430.00 62.7 K -26.1 K
440.00 26.7 K -9.04 K
450.00 55.5 K -2.11 K
460.00 96.6 K -32.4 K
470.00 78.8 K -273
480.00 20.9 K -291
490.00 15.5 K 0
500.00 31 K -263
510.00 2.73 K -18.1 K
520.00 29.5 K -60.7 K
530.00 37.4 K 0
540.00 18.8 K -227
550.00 6.18 K 0
560.00 3.77 K -377
570.00 1.04 K 0
580.00 4.84 K 0
590.00 82.5 0
600.00 2.28 K 0
610.00 307 0
620.00 2.16 K 0
630.00 50.4 0
640.00 28.2 K 0
660.00 597 0
680.00 88 0
700.00 625 0