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Ibotta IBTA 58.11 0.26 0.45%

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ATM IV
0.55
Put Call Ratio (OI)
1.29
Put Call Ratio (Vol)
1.17
IV Rank
8.35
IV Percentile
15.8
Max pain
55

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
-55.5
55.5
View values by strike
IBTA · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
7.50 2.07 0
10.00 0 -92.4
12.50 0 -12.6
15.00 222 -153
17.50 3.17 -74.6
20.00 4.47 -62.8
22.50 45.3 -367
25.00 749 -154
30.00 510 -419
35.00 1.06 K -1.42 K
40.00 3.95 K -501
45.00 6.42 K -2.84 K
50.00 6.71 K -91.5 K
55.00 5.29 K -6.6 K
60.00 12.1 K -5.22 K
65.00 13.9 K -2.65 K
70.00 6.78 K -238
75.00 931 0
80.00 7.49 K -143
85.00 516 0
90.00 1.49 K 0
115.00 78.8 0