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Schwab U SCHP 25.55 0.0 0.0%

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ATM IV
0.159
Put Call Ratio (OI)
0.4
Put Call Ratio (Vol)
0.358
IV Rank
25
IV Percentile
75.7
Max pain
25

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
225.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.4
10.4
View values by strike
SCHP · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
21.00 24.1 0
24.00 752 0
25.00 11.3 K -23.1 K
26.00 31.8 K -17.8 K
27.00 25.7 K 0