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Hormel Foods Corporation HRL 22.6 -0.16 -0.7%

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ATM IV
0.333
Put Call Ratio (OI)
0.376
Put Call Ratio (Vol)
0.461
IV Rank
3.92
IV Percentile
76
Max pain
20

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.4
24.4
View values by strike
HRL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -87.9
11.00 17.6 0
13.00 650 -399
14.00 460 -625
15.00 19.2 K -25.1 K
16.00 429 -1.69 K
17.00 4.54 K -7.28 K
18.00 8.55 K -43.5 K
19.00 7.48 K -43.2 K
19.50 279 -5.93 K
20.00 280 K -199 K
20.50 940 -10.7 K
21.00 191 K -188 K
21.50 20.8 K -5.94 K
22.00 521 K -299 K
22.50 36.5 K -20.3 K
23.00 385 K -189 K
23.50 3.47 K -132
24.00 109 K -6.04 K
25.00 309 K -71.1 K
26.00 50.2 K -159
27.00 35.5 K -9.09 K
28.00 43.3 K -1.57 K
29.00 9.61 K 0
30.00 275 K -222
31.00 731 0
32.00 12 K 3.46e-9
33.00 369 0
34.00 129 0
35.00 51.8 K 0
37.00 3.84 K -8.26
40.00 1.7 K 0
42.00 718 0