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The RealReal REAL 13.0 -0.57 -4.2%

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ATM IV
0.623
Put Call Ratio (OI)
0.363
Put Call Ratio (Vol)
1.49
IV Rank
21.9
IV Percentile
8.5
Max pain
7.5

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
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.0
17.0
View values by strike
REAL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 299 0
3.50 0 -4.94
4.00 0 -268
4.50 0 -15
5.00 735 -2.4 K
5.50 0 -1.48 K
7.50 436 -5.44 K
9.00 0 -47.9
10.00 30 K -125 K
11.00 94.1 -1.01 K
12.50 640 K -10 K
14.00 50.1 K -1.4 K
15.00 521 K -16.5 K
16.00 810 -418
17.50 9.43 K -129
20.00 16 K -8.26
22.50 2.22 K 0
25.00 11.4 K -127
30.00 281 0