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Macy's Inc M 23.08 -1.11 -4.59%

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ATM IV
0.516
Put Call Ratio (OI)
1.51
Put Call Ratio (Vol)
1.3
IV Rank
40.7
IV Percentile
60.2
Max pain
24

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.1
20.1
View values by strike
M · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 6.8 -15
5.00 130 -945
8.00 803 -4.8 K
9.00 2.75 -54.4
10.00 546 -16.9 K
11.00 0 -1.3 K
12.00 2.62 K -5.13 K
13.00 17.2 K -3.18 K
14.00 0 -1.61 K
15.00 20.2 K -31.8 K
16.00 132 -932
17.00 23.3 K -47 K
17.50 302 -153
18.00 5.63 K -15.8 K
18.50 1.97 K -1.42 K
19.00 3.85 K -33.3 K
19.50 451 -2.22 K
20.00 80.7 K -187 K
20.50 221 -5.4 K
21.00 24.9 K -158 K
21.50 1.36 K -18.9 K
22.00 280 K -217 K
22.50 34.8 K -263 K
23.00 744 K -292 K
23.50 159 K -34.6 K
24.00 372 K -259 K
24.50 79.9 K -50.2 K
25.00 629 K -2.96 M
25.50 34.4 K -2.49 K
26.00 194 K -31.1 K
26.50 58 K 0
27.00 212 K -17.5 K
27.50 6.15 K 0
28.00 84.5 K -3.27 K
28.50 1.02 K 0
29.00 30 K -1.75 K
30.00 146 K -2.67 K
31.00 7.93 K 0
32.00 14.2 K 0
33.00 2.87 K 0
34.00 2.7 K -27.7
35.00 30.2 K -186