MTN · Gamma exposure

Vail Resorts MTN 139.8 2.04 1.48%

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ATM IV

0.463

Put Call Ratio (OI)

1.04

Put Call Ratio (Vol)

0.882

IV Rank

51.8

IV Percentile

77.6

Max Pain

135

Gamma exposure (2026-09-18)

Gamma exposure (GEX)

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.

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Moneyness

Vail Resorts MTN 139.8 2.04 1.48%

Gamma exposure (2026-09-18) Gamma exposure (GEX) 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. Got it

Gamma exposure (2026-09-18)

Gamma exposure (GEX)

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.