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Pool Corporation POOL 219.26 12.01 5.79%

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ATM IV
0.371
Put Call Ratio (OI)
1.53
Put Call Ratio (Vol)
1.01
IV Rank
29.6
IV Percentile
50
Max pain
180

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
198.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-129.6
129.6
View values by strike
POOL · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
90.00 2.11 K -150
95.00 1.35 K -700
100.00 180 -610
105.00 0 -615
110.00 12.3 -464
115.00 51.1 -509
120.00 348 -993
125.00 249 -1.77 K
130.00 1.74 K -2.66 K
135.00 159 -2.4 K
140.00 2.91 K -15.4 K
145.00 578 -5.41 K
150.00 4.79 K -48.3 K
155.00 27 K -105 K
160.00 20.9 K -84.3 K
165.00 24.4 K -55 K
170.00 21.8 K -106 K
175.00 25.6 K -26.5 K
180.00 22.5 K -24.6 K
185.00 47.3 K -55.2 K
190.00 22.4 K -56.8 K
195.00 112 K -60 K
200.00 193 K -81.3 K
210.00 401 K -36.8 K
220.00 392 K -32.5 K
230.00 85 K -32 K
240.00 39.8 K -32.1 K
250.00 46.8 K -28 K
260.00 118 K -10.6 K
270.00 5.44 K -15.4 K
280.00 1.16 K -6.76 K
290.00 1.93 K -2.03 K
300.00 6.47 K 0
310.00 397 0
320.00 2.06 K 0