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U SEA 19.94 -0.11 -0.55%

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ATM IV
1.75
Put Call Ratio (OI)
0.0392
Put Call Ratio (Vol)
0.24
IV Rank
35.2
IV Percentile
98.7
Max pain
20

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
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.7
11.7
View values by strike
SEA · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
18.00 38.6 0
19.00 22.3 0
20.00 830 -139
21.00 0 -43.2
22.00 17.1 K -34.2