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Stride LRN 79.24 4.19 5.58%

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ATM IV
0.349
Put Call Ratio (OI)
0.587
Put Call Ratio (Vol)
0.632
IV Rank
6.91
IV Percentile
4.69
Max pain
80

Gamma exposure (2026-11-04)

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}
16.0
772.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-70.6
70.6
View values by strike
LRN · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 3.55 K -305
40.00 1.76 K -2.22 K
45.00 646 -855
50.00 1.81 K -1.13 K
55.00 112 -1.69 K
60.00 82.5 -10.5 K
65.00 2.21 K -19.8 K
70.00 4.65 K -27.9 K
75.00 24.9 K -147 K
80.00 254 K -361 K
85.00 362 K -248 K
90.00 99.9 K -37 K
95.00 37.6 K -18.4 K
100.00 89.5 K -5.83 K
105.00 31.5 K -27.9 K
110.00 7.62 K -1.04 K
115.00 5.47 K -32.4 K
120.00 35.2 K -126
125.00 297 -64
130.00 35.8 K 0
135.00 40.3 K -8.13 K
140.00 272 0
145.00 634 0
150.00 104 -66.8