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VNET Group VNET 3.16 0.01 0.32%

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ATM IV
1.17
Put Call Ratio (OI)
0.375
Put Call Ratio (Vol)
0.201
IV Rank
56.2
IV Percentile
95.9
Max pain
4

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
-23.9
23.9
View values by strike
VNET · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 2.84 0
2.00 182 -2.12 K
3.00 3 K -16.4 K
4.00 29.1 K -4.19 K
5.00 23.5 K -4.81 K
6.00 18.6 K -109
7.00 1.58 K -440
8.00 1.97 K -2.06e-6
9.00 951 0
10.00 5.34 K -3.98
11.00 489 0
12.00 12.7 K -11.7
13.00 127 0
14.00 71.4 0
15.00 7.49 K 0
16.00 179 0
17.00 263 0
18.00 3.75 0
19.00 2.09 0
20.00 1.82 K 0
22.00 58.4 0
25.00 518 0
27.00 567 0