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Pegasystems Inc PEGA 33.57 -0.79 -2.3%

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ATM IV
0.544
Put Call Ratio (OI)
0.565
Put Call Ratio (Vol)
0.379
IV Rank
28.3
IV Percentile
38.1
Max pain
35

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
771.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-66.3
66.3
View values by strike
PEGA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 38.8 -591
17.50 35.8 -364
20.00 347 -3.81 K
22.50 242 -3.63 K
25.00 1.51 K -23 K
27.50 533 -3.83 K
30.00 9.4 K -105 K
32.50 1.27 K -1.45 K
35.00 30.4 K -66 K
37.50 10.4 K -3.25 K
40.00 91.8 K -5.24 K
42.50 1.83 K 0
45.00 36.3 K -1.69 K
47.50 394 -2.34 K
50.00 29.5 K -261
52.50 112 0
55.00 5.14 K -50.1
57.50 190 0
60.00 15.3 K -14.7
62.50 306 0
65.00 571 0
67.50 200 0
70.00 5.85 K 0
72.50 39.5 0
75.00 622 0
77.50 9.54 0
80.00 1.65 K -9.82
85.00 32.3 0
90.00 2.78 K 0
95.00 26.6 0
100.00 51.9 0