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Qualys QLYS 210.89 0.32 0.15%

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ATM IV
0.673
Put Call Ratio (OI)
1.1
Put Call Ratio (Vol)
1.81
IV Rank
38.9
IV Percentile
93.4
Max pain
200

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
225.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-165.9
165.9
View values by strike
QLYS · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 0 -5.09
50.00 0 -5.85
60.00 0 -121
65.00 -4.89e-6 -8.3
70.00 15.9 -86.9
75.00 14 -54.3
80.00 15.3 -56.2
85.00 42 -59.6
90.00 25.6 -206
95.00 0 -1.15 K
100.00 367 -401
105.00 132 -330
110.00 352 -20.1 K
115.00 175 -254
120.00 365 -7.45 K
125.00 695 -220
130.00 47 K -434
135.00 1.47 K -1.29 K
140.00 2.45 K -1.37 K
145.00 4.49 K -1.7 K
150.00 1.73 K -98.4 K
155.00 2.55 K -3.41 K
160.00 8.12 K -5.36 K
165.00 3.41 K -2.41 K
170.00 24.3 K -20.1 K
175.00 18.8 K -15.6 K
180.00 45.3 K -5.91 K
185.00 45.2 K -27.8 K
190.00 25.8 K -145 K
195.00 10.7 K -21.6 K
200.00 40.3 K -75.1 K
210.00 120 K -34.3 K
220.00 31.3 K -12.2 K
230.00 63.9 K -11.1 K
240.00 58.5 K -1.69 K
250.00 14.9 K -321
260.00 4.46 K -563
270.00 6.07 K 0
280.00 3.09 K -1.46 K
290.00 5.65 K -282
300.00 4.65 K 0