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Ryder System R 266.39 -3.77 -1.4%

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ATM IV
0.326
Put Call Ratio (OI)
0.615
Put Call Ratio (Vol)
0.405
IV Rank
33.8
IV Percentile
37.3
Max pain
250

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}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-157.0
157.0
View values by strike
R · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
110.00 16.3 0
120.00 9.67 0
140.00 0 -107
145.00 98.3 -61.1
150.00 0 -67.2
155.00 98.3 -37
160.00 50.6 -40.9
165.00 0 -47.8
170.00 38.6 -153
175.00 221 -1.14 K
180.00 118 -125
185.00 371 0
190.00 354 -71.6
195.00 148 -262
200.00 1.17 K -4.35 K
210.00 9.92 K -3.3 K
220.00 7.66 K -4.77 K
230.00 6.22 K -53.6 K
240.00 24.9 K -50.3 K
250.00 67.4 K -239 K
260.00 65.4 K -26 K
270.00 68.1 K -33.4 K
280.00 110 K -7.46 K
290.00 67.5 K -3.2 K
300.00 106 K -1.61 K
310.00 16.5 K -6.5 K
320.00 12.4 K -345
330.00 9.18 K -275
340.00 4.69 K 0
350.00 231 0
360.00 246 0
380.00 89.4 0
400.00 158 0
420.00 8.28 K 0