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The J SJM 130.55 -2.7 -2.03%

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ATM IV
0.321
Put Call Ratio (OI)
1.23
Put Call Ratio (Vol)
0.836
IV Rank
61
IV Percentile
79
Max pain
120

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
-81.0
81.0
View values by strike
SJM · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -3.01 K
55.00 0 -4.54 K
60.00 0 -1.41 K
65.00 0 -3.22 K
70.00 0 -2.03 K
75.00 428 -1.84 K
80.00 2.08 K -5.6 K
85.00 1.06 K -11.6 K
90.00 31.9 K -52.3 K
95.00 2.79 K -14.5 K
100.00 27 K -39.9 K
105.00 18.8 K -27.2 K
110.00 63.2 K -34.9 K
115.00 69.1 K -87.4 K
120.00 392 K -158 K
125.00 578 K -100 K
130.00 572 K -626 K
135.00 506 K -644 K
140.00 278 K -36.6 K
145.00 237 K -3.73 K
150.00 49.9 K -2.77 K
155.00 9.02 K 0
160.00 7.32 K -500
165.00 1.42 K -749
170.00 6.14 K 0
175.00 6.94 K 0
180.00 1.34 K 0
185.00 567 0
190.00 613 0