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Wayfair Inc W 111.74 -1.64 -1.45%

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ATM IV
0.557
Put Call Ratio (OI)
1.39
Put Call Ratio (Vol)
1.23
IV Rank
12.5
IV Percentile
17.5
Max pain
110

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-99.2
99.2
View values by strike
W · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 31.4 -422
15.00 19 -238
17.50 40.5 -316
20.00 283 -3.06 K
22.50 294 -5.45 K
25.00 590 -14.4 K
27.50 233 -4.19 K
30.00 1.03 K -6.54 K
32.50 1.91 K -4.03 K
35.00 1.66 K -6.79 K
37.50 1.03 K -3.62 K
40.00 3.97 K -11.3 K
42.50 1.08 K -9.23 K
45.00 4.18 K -4.17 K
47.50 4.66 K -9.63 K
50.00 7.01 K -7.34 K
52.50 2.18 K -4.69 K
55.00 5.56 K -10.3 K
57.50 2.79 K -3.33 K
60.00 49 K -50.3 K
62.50 2.04 K -25.9 K
65.00 9.69 K -314 K
67.50 2.12 K -9.88 K
70.00 136 K -280 K
72.50 3.22 K -33.8 K
75.00 132 K -315 K
77.50 6.75 K -17.8 K
78.00 156 -446
79.00 780 0
80.00 70.9 K -93.1 K
81.00 179 -34.7
82.00 0 -506
82.50 24.5 K -173 K
83.00 59.5 -266
84.00 274 -699
85.00 242 K -691 K
86.00 512 -638
87.00 629 -712
87.50 20.3 K -195 K
88.00 678 -1.01 K
89.00 483 -810
90.00 161 K -793 K
91.00 456 -6.35 K
92.00 361 -3.44 K
92.50 29 K -233 K
93.00 258 -30.4 K
94.00 0 -12.8 K
95.00 59.7 K -321 K
96.00 3.22 K -16.1 K
97.00 3.98 K -23.3 K
97.50 133 K -466 K
98.00 1.72 K -127 K
99.00 1.46 K -36 K
100.00 930 K -1.38 M
101.00 7.09 K -31 K
102.00 2.89 K -64.2 K
103.00 1.82 K -63.7 K
104.00 4.54 K -137 K
105.00 1.16 M -988 K
106.00 41.8 K -67.8 K
107.00 31.7 K -93.1 K
108.00 23.7 K -564 K
109.00 249 K -424 K
110.00 839 K -1.41 M
111.00 273 K -958 K
112.00 1.09 M -1.28 M
113.00 869 K -18.8 K
114.00 277 K -53.7 K
115.00 1.96 M -1.39 M
116.00 66.6 K -22.8 K
117.00 139 K -10.7 K
118.00 70.4 K -29.2 K
119.00 118 K -7.44 K
120.00 709 K -207 K
121.00 472 K -13.4 K
122.00 174 K -3.52 K
123.00 66.5 K -23.4 K
124.00 212 K -1.95 K
125.00 1.53 M -67 K
126.00 91.8 K -477
127.00 24.9 K 0
128.00 82.3 K 0
129.00 22.1 K 0
130.00 491 K -92.8 K
131.00 15.8 K 0
132.00 9.29 K 0
133.00 3.18 K 0
134.00 9.28 K 0
135.00 354 K -24.4 K
136.00 8.91 K 0
137.00 2.31 K 0
138.00 31.5 K 0
139.00 437 0
140.00 587 K -5.71 K
141.00 1.43 K 0
142.00 2.3 K 0
143.00 1.43 K 0
144.00 1.39 K 0
145.00 151 K -1.35 K
146.00 6.02 K 0
147.00 2.44 K 0
148.00 2.31 K 0
149.00 291 0
150.00 92 K -6.61 K
152.50 3.57 K 0
155.00 52.8 K -31.7 K
157.50 136 0
160.00 212 K -250
165.00 137 K -85
170.00 102 K -85
175.00 63.6 K -338
180.00 461 0