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Lamb Weston Holdings LW 55.08 -1.52 -2.69%

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ATM IV
0.371
Put Call Ratio (OI)
1.73
Put Call Ratio (Vol)
1.59
IV Rank
27.6
IV Percentile
58.5
Max pain
47.5

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.9
64.9
View values by strike
LW · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 121 -19.9
22.50 533 -545
25.00 1.21 K -6.15 K
27.50 1.21 K -886
30.00 3.61 K -6.79 K
32.50 996 -2.8 K
35.00 2.02 K -207 K
37.50 9.01 K -52.4 K
40.00 18.4 K -84.7 K
42.50 17.9 K -77.5 K
45.00 47.2 K -219 K
47.50 70.5 K -66.2 K
50.00 361 K -143 K
52.50 358 K -82 K
55.00 407 K -89.5 K
57.50 150 K -190 K
60.00 175 K -137 K
62.50 32.7 K -9.38 K
65.00 415 K -5.12 K
67.50 9.62 K -939
70.00 33.6 K -1.33 K
72.50 598 0
75.00 3.07 K -54.4
77.50 875 0
80.00 6.81 K 0
82.50 1.48 K 0
85.00 1.45 K 0
87.50 148 0
90.00 3.69 K 0
95.00 2.33 K 0
100.00 1.78 K 0
105.00 160 0
120.00 604 0