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GUIDEWIRE SOFTWARE GWRE 167.35 -3.27 -1.92%

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ATM IV
0.699
Put Call Ratio (OI)
0.778
Put Call Ratio (Vol)
4.06
IV Rank
66.6
IV Percentile
88.7
Max pain
150

Gamma exposure (2026-11-05)

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}
15.0
407.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-212.5
212.5
View values by strike
GWRE · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 21.1 0
60.00 31.9 -19.6
65.00 17.7 -136
70.00 28.6 -151
75.00 27.1 -1.24 K
80.00 142 -1.2 K
85.00 41.4 -2.86 K
90.00 387 -1.84 K
95.00 1.77 K -1.83 K
100.00 1.46 K -7.53 K
105.00 450 -8.17 K
110.00 900 -4.46 K
115.00 1.08 K -9.55 K
120.00 11 K -28.5 K
125.00 14.3 K -70.8 K
130.00 12.1 K -13.5 K
135.00 7.29 K -27.4 K
140.00 28.4 K -32.8 K
145.00 65.3 K -36.1 K
150.00 39.4 K -63.8 K
155.00 47.7 K -27.8 K
160.00 33.2 K -28.2 K
165.00 38.5 K -34.1 K
170.00 55.8 K -36.7 K
175.00 186 K -20.1 K
180.00 158 K -19.9 K
185.00 80.8 K -4.3 K
190.00 61.9 K -4.44 K
195.00 43.7 K -10.3 K
200.00 116 K -19.5 K
210.00 130 K -309 K
220.00 105 K -200 K
230.00 57.7 K -10.5 K
240.00 118 K -11.1 K
250.00 36.4 K 0
260.00 24.1 K 0
270.00 24.4 K 0
280.00 6.41 K 0
290.00 7.57 K 0
300.00 18.4 K 0
310.00 253 0
320.00 2.13 K 0
330.00 107 0
340.00 104 0
350.00 49.3 0
360.00 48.3 0
380.00 395 0