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Natera NTRA 391.03 2.4 0.62%

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ATM IV
0.59
Put Call Ratio (OI)
0.818
Put Call Ratio (Vol)
3.23
IV Rank
49.5
IV Percentile
73.3
Max pain
350

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
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-295.0
295.0
View values by strike
NTRA · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
95.00 32.3 0
100.00 23 -17.5
105.00 82 0
110.00 87 -475
115.00 100 -22.8
120.00 76.5 -23
125.00 62.5 -116
130.00 214 -22.5
135.00 35.4 -485
140.00 425 -1.09 K
145.00 154 -229
150.00 343 -2.19 K
155.00 82.8 -496
160.00 141 -448
165.00 209 -1.38 K
170.00 326 -8.81 K
175.00 317 -1.82 K
180.00 571 -27.6 K
185.00 578 -19.3 K
190.00 676 -47.4 K
195.00 939 -1.29 K
200.00 16.2 K -39.1 K
210.00 13 K -119 K
220.00 17.2 K -39.4 K
230.00 16.8 K -6.93 K
240.00 45.6 K -9.31 K
250.00 54.2 K -75.3 K
260.00 36.1 K -30.3 K
270.00 417 K -9.07 K
280.00 32.3 K -88.1 K
290.00 21.4 K -57 K
300.00 113 K -98.4 K
310.00 62.2 K -54.9 K
320.00 45.6 K -93.9 K
330.00 70.3 K -163 K
340.00 151 K -349 K
350.00 771 K -310 K
360.00 101 K -111 K
370.00 95.2 K -168 K
380.00 160 K -1.01 M
390.00 134 K -275 K
400.00 719 K -1.88 M
410.00 532 K -620 K
420.00 2.45 M -363 K
430.00 607 K -120 K
440.00 510 K -96.2 K
450.00 901 K -3 K
460.00 937 K -2.03 K
470.00 151 K -2.14 K
480.00 84.8 K -1.38 K
490.00 157 K -52.8 K
500.00 915 K -4.86 K
510.00 7.4 K -524
520.00 16.6 K -2.02 K
530.00 938 -126
540.00 195 K -8.73 K
550.00 4.24 K -259
560.00 20.8 K -646
580.00 35.8 K -41.4 K
590.00 749 0
600.00 6.87 K -649
610.00 1.06 K 0
620.00 3.64 K -3.04 K