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MetLife MET 98.27 -1.48 -1.48%

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ATM IV
0.304
Put Call Ratio (OI)
1.51
Put Call Ratio (Vol)
0.458
IV Rank
49.6
IV Percentile
80.5
Max pain
95

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
-63.3
63.3
View values by strike
MET · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 8.15 -10.4 K
37.50 0 -2.79 K
40.00 48.1 -16.1 K
42.50 153 -907
45.00 125 -7.87 K
47.50 368 -888
50.00 1.19 K -73.4 K
55.00 12.5 K -29 K
57.50 0 -906
60.00 5.35 K -92 K
62.50 326 -63.3 K
65.00 7.58 K -94.9 K
67.50 4.84 K -72.8 K
70.00 23.1 K -300 K
72.50 19.8 K -107 K
75.00 249 K -276 K
77.50 275 K -579 K
80.00 220 K -559 K
82.50 146 K -243 K
85.00 131 K -677 K
87.50 109 K -368 K
90.00 384 K -1.01 M
92.50 486 K -684 K
95.00 1.59 M -843 K
97.50 551 K -373 K
100.00 2.24 M -678 K
105.00 1.77 M -133 K
110.00 903 K -13.4 K
115.00 883 K -7.06 K
120.00 115 K -9.54 K
125.00 122 K -32.3 K
130.00 12.3 K -133
135.00 8.56 K 0
140.00 8.52 K 0
145.00 6.32 K 0
150.00 9.84 K 0