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NetApp NTAP 169.38 -18.29 -9.75%

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ATM IV
0.725
Put Call Ratio (OI)
0.873
Put Call Ratio (Vol)
2.36
IV Rank
100
IV Percentile
100
Max pain
195

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
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-191.2
191.2
View values by strike
NTAP · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 7.71 -65.8
45.00 27.9 -20
50.00 162 -304
55.00 148 -462
60.00 250 -669
65.00 502 -643
70.00 946 -2.27 K
75.00 1000 -647
80.00 1.54 K -1.25 K
85.00 617 -2.79 K
90.00 1.2 K -1.44 K
95.00 2.79 K -63.4 K
100.00 3.46 K -11 K
105.00 11.5 K -10.4 K
110.00 18.4 K -14 K
115.00 9.04 K -12.4 K
120.00 20.4 K -36.5 K
125.00 18.3 K -251 K
130.00 57.2 K -25.9 K
135.00 25 K -106 K
140.00 31.5 K -54.3 K
145.00 73 K -18.7 K
150.00 172 K -83.9 K
155.00 59.3 K -130 K
160.00 230 K -562 K
165.00 38.5 K -155 K
170.00 178 K -532 K
175.00 85.6 K -233 K
180.00 176 K -278 K
185.00 224 K -399 K
190.00 250 K -294 K
195.00 338 K -255 K
200.00 211 K -399 K
210.00 236 K -157 K
220.00 205 K -94.8 K
230.00 162 K -45.5 K
240.00 296 K -54.1 K
250.00 156 K -51.2 K
260.00 104 K -5.27 K
270.00 59.8 K -10 K
280.00 99.4 K -306
290.00 19 K -5.25 K
300.00 133 K -7.82 K
310.00 22.7 K 0
320.00 4.95 K 0
330.00 148 0
340.00 2.12 K 0
350.00 1.2 K 0