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Frontdoor FTDR 92.86 4.25 4.8%

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ATM IV
0.474
Put Call Ratio (OI)
1.05
Put Call Ratio (Vol)
1.94
IV Rank
42.1
IV Percentile
63.5
Max pain
85

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
163.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-57.9
57.9
View values by strike
FTDR · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 6.28 0
40.00 0 -42
45.00 501 -127
50.00 28.1 -114
55.00 19.9 -129
60.00 31.6 -2.2 K
65.00 336 0
70.00 190 -3.17 K
75.00 726 -6.56 K
80.00 11.9 K -3.09 K
85.00 558 -1.13 K
90.00 3.22 K 0
95.00 4.77 K 0
100.00 409 -1.37 K
105.00 667 0
110.00 131 0
115.00 219 -135