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Middleby Corp MIDD 130.14 2.59 2.03%

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ATM IV
1.02
Put Call Ratio (OI)
7.67
Put Call Ratio (Vol)
9.81
IV Rank
41.2
IV Percentile
86.1
Max pain
125

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
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-119.9
119.9
View values by strike
MIDD · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
65.00 8.03 -16.7
70.00 0 -20.1
75.00 0 -49.1
80.00 0 -374
85.00 137 -921
90.00 115 -387
95.00 192 -1.46 K
100.00 491 -1.98 K
105.00 -8.67e-7 -3.04 K
110.00 920 -403 K
115.00 2.17 K -5.9 K
120.00 13.7 K -3.81 K
125.00 18.6 K -1.58 M
130.00 25.4 K -25.7 K
135.00 76.9 K 0
140.00 24 K 0
145.00 22.6 K 0
150.00 412 0
155.00 1.17 K 0
160.00 795 0
165.00 1.02 K 0
170.00 845 0
175.00 219 0
180.00 1.48 K 0
185.00 638 0
190.00 1.75 K 0
195.00 233 0
200.00 196 0
210.00 163 0
220.00 432 0
230.00 161 0
240.00 263 0
250.00 248 0