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UiPath PATH 13.0 -0.01 -0.08%

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ATM IV
0.722
Put Call Ratio (OI)
0.514
Put Call Ratio (Vol)
0.374
IV Rank
32.2
IV Percentile
61
Max pain
13

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.0
24.0
View values by strike
PATH · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 899 -222
4.00 8.58 -27.6
5.00 5.86 K -4.71 K
6.00 196 -426
7.00 939 -1.68 K
8.00 21.7 K -179 K
8.50 98.4 0
9.00 3.12 K -28 K
9.50 24.9 -97.5
10.00 152 K -350 K
10.50 13.1 -10.8 K
11.00 36.6 K -65.9 K
11.50 1.22 K -13.3 K
12.00 388 K -431 K
12.50 4.21 K -117 K
13.00 349 K -794 K
13.50 291 K -34 K
14.00 468 K -203 K
14.50 174 K -3.38 K
15.00 905 K -356 K
15.50 17.1 K -551
16.00 147 K -15.8 K
16.50 2.96 K 0
17.00 350 K -57.6 K
17.50 1.06 K 0
18.00 141 K -15.9 K
18.50 88.1 -10.5
19.00 55.8 K -13.1 K
20.00 262 K -24.2 K
21.00 10.3 K -365
22.00 100 K -31.8 K
23.00 32 K -23.7
24.00 6.16 K 0
25.00 132 K -2.43 K
26.00 2.12 K 0
27.00 18.5 K -90
30.00 98.4 K -770
32.00 8.31 K -58
35.00 8.41 K 0
37.00 28.5 K 0