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Westlake Corporation WLK 66.28 -1.62 -2.39%

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ATM IV
0.507
Put Call Ratio (OI)
0.364
Put Call Ratio (Vol)
1.31
IV Rank
35.9
IV Percentile
49.4
Max pain
65

Gamma exposure (2026-11-05)

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}
15.0
407.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-113.6
113.6
View values by strike
WLK · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 8.31 K -78.5
40.00 500 -130
45.00 56.3 -592
50.00 409 -1.16 K
55.00 576 -36.8 K
60.00 2.18 K -20.2 K
65.00 64.2 K -17.7 K
70.00 17.4 K -5.98 K
75.00 20.9 K -399
80.00 64 K -1.62 K
85.00 41 K -8.33 K
90.00 4.73 K -130
95.00 3.66 K -6.47 K
100.00 10.7 K 0
105.00 0 -51.9
110.00 12.1 K 0
115.00 725 0
120.00 748 0
125.00 38.2 0
130.00 213 0
135.00 52.6 0
140.00 144 0
145.00 157 0
150.00 293 0
155.00 39.8 0
160.00 50.6 0
165.00 48.4 0
170.00 198 0
175.00 33.5 0
180.00 215 0