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Tenable Holdings TENB 47.34 0.31 0.66%

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ATM IV
0.628
Put Call Ratio (OI)
0.149
Put Call Ratio (Vol)
0.764
IV Rank
27.9
IV Percentile
50.8
Max pain
40

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
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-37.5
37.5
View values by strike
TENB · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -3.33
12.00 6.8e-8 -5.97
13.00 43.6 -3.02
14.00 0 -8.47
15.00 214 -212
16.00 0 -70.7
17.00 5.68 -13.8
18.00 6.79e-8 -1.36 K
20.00 2.38 K -418
21.00 57.1 -80.2
22.00 0 -22.5
23.00 763 -416
24.00 52.4 -90.9
25.00 8.36 K -3.28 K
26.00 0 -22
27.00 5.48 -202
28.00 740 -264
29.00 25.6 -1.17 K
30.00 75 -1.08 K
31.00 19 -784
32.00 21.3 -798
33.00 73 -384
34.00 4.82 K -2.84 K
35.00 6.36 K -2.05 K
36.00 2.25 K -3.13 K
37.00 3.48 K -9.86 K
38.00 3.89 K -8.46 K
39.00 5.89 K -5.91 K
40.00 103 K -36.7 K
41.00 8.14 K -18 K
42.00 23.3 K -3.92 K
43.00 4.24 K -3.16 K
44.00 5.82 K -2.09 K
45.00 159 K -9.94 K
46.00 7.24 K -639
47.00 36.6 K -4.26 K
48.00 11 K -8.69 K
49.00 24.6 K 0
50.00 138 K -12.6 K
55.00 1.33 M -4.59 K
60.00 79.3 K -329
65.00 923 0
70.00 757 -27.7
75.00 111 0