Closed
⌘K
Sign in Sign up

International Flavors & Fragrances Inc IFF 82.62 -3.74 -4.33%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.281
Put Call Ratio (OI)
0.697
Put Call Ratio (Vol)
1.83
IV Rank
5.71
IV Percentile
22.3
Max pain
85

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
406.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.6
51.6
View values by strike
IFF · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 81.5 -229
40.00 8.07 -82.2
42.50 20 -84.1
45.00 389 -6.13 K
47.50 0 -5.58 K
50.00 130 -1.41 K
55.00 753 -12.7 K
57.50 71.1 -1.2 K
60.00 1.13 K -18.3 K
62.50 0 -2.09 K
65.00 2.17 K -13.6 K
67.50 2.5 K -4.03 K
70.00 3.69 K -13.1 K
72.50 604 -13 K
75.00 13.1 K -67.1 K
77.50 18.2 K -78.4 K
80.00 63.7 K -136 K
82.50 111 K -114 K
85.00 102 K -159 K
87.50 473 K -37.4 K
90.00 177 K -43.3 K
92.50 130 K -4.15 K
95.00 203 K -2.89 K
97.50 53.5 K -250
100.00 72 K -13.5 K
105.00 10 K -5.77 K
110.00 5.88 K -108
115.00 2.87 K -102
120.00 405 0
125.00 137 0
130.00 53.3 0