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Jefferies Financial Group Inc JEF 47.38 -1.22 -2.51%

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
0.478
Put Call Ratio (OI)
2.07
Put Call Ratio (Vol)
2.62
IV Rank
40.5
IV Percentile
79.7
Max pain
47.5

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
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.6
72.6
View values by strike
JEF · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -2.67 K
22.50 25.1 -860
25.00 357 -2.69 K
27.50 196 -41.1 K
30.00 1.43 K -14.7 K
32.50 706 -23.7 K
35.00 4.86 K -30.1 K
37.50 1.14 K -65.4 K
40.00 18 K -91.3 K
42.50 18.7 K -103 K
45.00 29.6 K -207 K
47.50 95.8 K -347 K
50.00 177 K -65 K
52.50 33.6 K -79.4 K
55.00 110 K -237 K
57.50 34.2 K -205 K
60.00 27.1 K -8.38 K
62.50 19.9 K -4.49 K
65.00 30 K -7.6 K
67.50 32.7 K -293
70.00 35.5 K -895
72.50 11.5 K -38.2
75.00 6.65 K -771
77.50 6.01 K 0
80.00 3.55 K -357
82.50 272 0
85.00 1.19 K 0
87.50 18.7 0
90.00 4.99 K -17.2
95.00 3.07 K 0
100.00 692 0
105.00 11.2 0
115.00 155 0
120.00 557 0