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Novartis AG NVS 161.93 -3.05 -1.85%

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ATM IV
0.269
Put Call Ratio (OI)
2.52
Put Call Ratio (Vol)
6.46
IV Rank
31.7
IV Percentile
64.8
Max pain
160

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
-112.0
112.0
View values by strike
NVS · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 0 -32.2
60.00 0 -102
65.00 50.5 -343
70.00 158 -914
75.00 0 -3.66 K
80.00 399 -4.99 K
85.00 1.83 K -3.43 K
90.00 1.73 K -9.94 K
95.00 1.56 K -14.8 K
100.00 14.3 K -48.3 K
105.00 13.6 K -67.1 K
110.00 45.4 K -56.5 K
115.00 45.2 K -97.9 K
120.00 48.6 K -292 K
125.00 76.9 K -269 K
130.00 160 K -568 K
135.00 255 K -639 K
140.00 481 K -1.35 M
145.00 926 K -1.24 M
150.00 797 K -4.63 M
155.00 2.78 M -11.3 M
160.00 2.03 M -7.1 M
165.00 2.62 M -6.77 M
170.00 1.76 M -608 K
175.00 1.09 M -37.5 K
180.00 521 K -266 K
185.00 296 K -146 K
190.00 116 K -75.9 K
195.00 117 K -14 K
200.00 54.6 K 0
210.00 60.1 K 0
220.00 39.6 K 0
230.00 7.26 K 0
240.00 13.2 K 0