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The Southern Company SO 93.34 0.22 0.24%

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ATM IV
0.196
Put Call Ratio (OI)
0.821
Put Call Ratio (Vol)
0.587
IV Rank
29.5
IV Percentile
46.8
Max pain
92

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.5
51.5
View values by strike
SO · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
42.50 0 -1.08 K
45.00 0 -707
47.50 0 -498
50.00 567 -7.01 K
55.00 0 -15.9 K
60.00 1.17 K -25.7 K
65.00 1.5 K -180 K
70.00 21.7 K -268 K
72.50 0 -13.5 K
75.00 10.5 K -249 K
77.50 2.4 K -192 K
78.00 0 -3.44 K
79.00 0 -601
80.00 27.1 K -636 K
81.00 0 -774
82.00 0 -1.93 K
82.50 78.4 K -586 K
83.00 192 -4.18 K
84.00 315 -9.42 K
85.00 210 K -1.32 M
86.00 2.63 K -35.3 K
87.00 0 -68.3 K
87.50 1.13 M -1.01 M
88.00 298 -85.6 K
89.00 13.1 K -2.22 M
90.00 2.41 M -3.1 M
91.00 340 K -2.01 M
92.00 1.49 M -3.88 M
92.50 4.52 M -919 K
93.00 3.47 M -1.23 M
94.00 2.17 M -367 K
95.00 5.69 M -1.19 M
96.00 583 K -819
97.00 1.75 M 0
97.50 3.41 M -125 K
98.00 174 K 0
99.00 571 K 0
100.00 3.59 M -120 K
101.00 7.09 K 0
105.00 1.06 M -954
110.00 294 K -2.25 K
115.00 83 K 0
120.00 33.4 K 0
125.00 27 K -105
130.00 1.34 K 0
135.00 3.42 K 0
140.00 54.8 K 0
145.00 3.63 K 0