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Morningstar MORN 244.25 7.54 3.19%

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ATM IV
0.385
Put Call Ratio (OI)
1.94
Put Call Ratio (Vol)
2.2
IV Rank
40.7
IV Percentile
51.4
Max pain
200

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
317.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-159.3
159.3
View values by strike
MORN · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
85.00 0 -22.5
95.00 0 -124
100.00 0 -84.5
105.00 0 -50.2
110.00 0 -43
115.00 0 -71.1
120.00 0 -11.3 K
125.00 0 -54.9
130.00 0 -240
135.00 0 -125
140.00 0 -113
145.00 0 -163
150.00 84.3 -389
155.00 101 -226
160.00 55.4 -572
165.00 60.8 -270
170.00 81.3 -247
175.00 1.34 K -666
180.00 533 -747
185.00 346 -785
190.00 1.08 K -888
195.00 811 -623
200.00 1.95 K -6.62 K
210.00 9.55 K -1.34 K
220.00 13 K -1.51 K
230.00 11.4 K -385
240.00 32.1 K -1.44 K
250.00 14.9 K 0
260.00 38.8 K 0
270.00 6 K 0
280.00 2.1 K 0
290.00 366 0
310.00 289 0
320.00 249 0