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Financial Institutions Inc FISI 39.73 0.22 0.56%

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ATM IV
0.442
Put Call Ratio (OI)
1.38
Put Call Ratio (Vol)
1
IV Rank
15.8
IV Percentile
49.2
Max pain
40

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
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.2
22.2
View values by strike
FISI · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.50 0 -10.6
25.00 59.6 0
30.00 0 -562
35.00 278 -2.45 K
40.00 982 -1.41 K
45.00 1.79 K 0
50.00 721 0