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Roivant Sciences Ltd ROIV 38.88 2.26 6.17%

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ATM IV
0.65
Put Call Ratio (OI)
0.477
Put Call Ratio (Vol)
1.17
IV Rank
56.4
IV Percentile
91.1
Max pain
35

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
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-35.9
35.9
View values by strike
ROIV · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
8.00 -1.03e-6 0
10.00 0 -4.66 K
12.00 17.9 -3.26 K
15.00 45.3 -19.2
17.00 67.8 -323
20.00 8.27 K -15 K
21.00 0 -99.7
22.00 282 -6.29 K
23.00 157 -96.5
24.00 5.23 -104
25.00 747 -12.2 K
26.00 0 -2.59 K
27.00 3.13 K -7.1 K
28.00 6.72 K -6.78 K
29.00 1.73 K -373
30.00 10.7 K -21.1 K
31.00 5.26 K -1.25 K
32.00 14.3 K -488 K
33.00 4.4 K -20.9 K
34.00 589 -18.6 K
35.00 59.5 K -119 K
36.00 5.67 K -4.95 K
37.00 548 K -5.86 K
38.00 10.4 K -63.5 K
39.00 948 K -7.22 K
40.00 542 K -65 K
41.00 34.9 K -7.53 K
42.00 95.3 K -68.6
43.00 957 -603
44.00 7.23 K 0
45.00 999 K 0
46.00 879 0
47.00 2 K -211
48.00 50.9 0
49.00 3.05 K 0
50.00 22.4 K -163
55.00 129 0
60.00 926 0