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ProShares S&P MidCap 400 Dividend REGL 92.96 -1.61 -1.7%

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ATM IV
0.407
Put Call Ratio (OI)
0.443
Put Call Ratio (Vol)
0.0951
IV Rank
26.6
IV Percentile
90
Max pain
86

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
162.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.9
13.9
View values by strike
REGL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
79.00 9.26 K 0
80.00 1.24 K 0
81.00 1.33 K 0
82.00 2.59 K 0
83.00 271 0
84.00 1.01 K 0
85.00 1.58 K 0
86.00 2.38 K -832
87.00 1.79 K 0
88.00 4.81 K 0
89.00 2.07 K 0
90.00 9.28 K 0
92.00 215 0
94.00 486 0
96.00 0 -4.45 K
97.00 0 -44.7 K