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POST HOLDINGS POST 84.85 1.73 2.08%

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ATM IV
0.36
Put Call Ratio (OI)
1.23
Put Call Ratio (Vol)
2.6
IV Rank
31.8
IV Percentile
73.7
Max pain
80

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
408.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-80.2
80.2
View values by strike
POST · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -211
45.00 261 -228
50.00 0 -201
55.00 0 -152
60.00 0 -652
65.00 0 -1.08 K
70.00 507 -2.41 K
75.00 2.41 K -4.7 K
80.00 42.7 K -21.3 K
85.00 17.5 K -112 K
90.00 6.51 K -1.62 K
95.00 5.61 K -6.54 K
100.00 15.7 K 0
105.00 11.7 K -17 K
110.00 1.26 K 0
115.00 419 0
120.00 242 0
125.00 206 0
130.00 157 0
135.00 292 0
140.00 60.2 0
145.00 27.6 0
150.00 17.8 0
160.00 24.3 0
165.00 45.8 0