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Sabre Corporation SABR 1.74 0.07 4.19%

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ATM IV
0.915
Put Call Ratio (OI)
0.236
Put Call Ratio (Vol)
0.168
IV Rank
4.99
IV Percentile
25.5
Max pain
1

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
443.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.3
5.3
View values by strike
SABR · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 7.44 0
1.00 226 -209
1.50 24.8 K -1.91 K
2.00 23.1 K -27.8 K
2.50 4.45 K -612
3.00 2.89 K -158
3.50 2 K 0
4.00 1.59 K 0
4.50 2.1 K 0
5.00 5.94 K 0
5.50 452 0
7.00 152 0