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Victorias Secret & Co VSXY 108.05 1.74 1.64%

Previous-day view · Fri Nov 6 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
0.721
Put Call Ratio (OI)
0.447
Put Call Ratio (Vol)
0.605
IV Rank
52.7
IV Percentile
74.8
Max pain
85

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
-105.0
105.0
View values by strike
VSXY · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -244
13.00 0 -157
15.00 50.1 -326
18.00 146 -1.14 K
20.00 679 -483
22.00 0 -220
23.00 535 -49.9
25.00 70.6 -296
27.00 59.9 -144
30.00 450 -2.2 K
32.00 706 -340
35.00 501 -499
37.00 794 -41.4
38.00 0 -84.1
40.00 403 -1.12 K
41.00 0 -66.6
42.00 -3.68e-4 -178
43.00 -7.64e-7 -45.4
44.00 -1.37e-6 -12.1
45.00 1.67 K -4.09 K
46.00 -3.36e-6 -51.7
47.00 1.2 -518
49.00 0 -11.8
50.00 634 -5.68 K
55.00 12.7 K -4.94 K
60.00 1.75 K -16.7 K
65.00 3.99 K -10.3 K
70.00 7.95 K -65.8 K
75.00 17.3 K -20 K
80.00 106 K -23.8 K
85.00 14.7 K -20 K
90.00 23.8 K -72.7 K
95.00 81.5 K -31.2 K
100.00 220 K -76.9 K
105.00 108 K -5.59 K
110.00 241 K -4.82 K
115.00 54.4 K -7.53 K
120.00 67.3 K -1.36 K
125.00 13.3 K -540
130.00 9.12 K 0
135.00 10.4 K 0
140.00 3.79 K -475
145.00 524 0
150.00 35.9 K -74.5
155.00 80.5 0