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Vornado Realty Trust VNO 34.71 0.0 0.0%

Previous-day view · Fri Nov 13 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.434
Put Call Ratio (OI)
0.344
Put Call Ratio (Vol)
1.56
IV Rank
41.3
IV Percentile
62.6
Max pain
33

Gamma exposure (2026-11-13)

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}
7.0
434.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.2
30.2
View values by strike
VNO · Gamma exposure · 2026-11-13. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 0 -273
20.00 1.46 K -2.86 K
21.00 0 -22.7
22.00 0 -26.1
23.00 255 -2.06 K
24.00 0 -87.1
25.00 153 -4.65 K
26.00 117 -168
27.00 40.2 -572
28.00 883 -7.39 K
29.00 234 -292
30.00 11.1 K -12.4 K
31.00 591 -36.3 K
32.00 673 -799
33.00 26.4 K -10.8 K
34.00 19.7 K -14.4 K
35.00 106 K -43.8 K
36.00 8.55 K 0
37.00 27.4 K -5.22 K
38.00 137 K -70.2
39.00 4.21 K -141
40.00 79 K -7.75 K
41.00 664 0
42.00 9.39 K -1.79 K
43.00 2.77 K 0
44.00 38.8 0
45.00 37.9 K -1.82 K
47.00 660 -141
50.00 26.9 K -34.5
55.00 3.18 K 0
60.00 10.5 K 0
65.00 524 0