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O-I Glass OI 5.48 0.36 7.03%

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ATM IV
0.576
Put Call Ratio (OI)
0.338
Put Call Ratio (Vol)
0.357
IV Rank
19.1
IV Percentile
59.6
Max pain
7

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
-19.5
19.5
View values by strike
OI · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.222 0
2.00 -8.65e-9 0
3.00 237 -14.9
4.00 197 -194
5.00 4.31 K -17.3 K
6.00 7.06 K -21.7 K
7.00 7.05 K -22.9 K
8.00 8.01 K -8.93 K
9.00 20.3 K -1.99 K
10.00 44.2 K -1.83
11.00 1.29 K -190
12.00 1.56 K -28.8
13.00 173 0
14.00 90.1 0
15.00 1.45 K 0
16.00 104 0
17.00 333 0
20.00 108 0