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Warby Parker Inc WRBY 21.29 -0.65 -2.96%

Previous-day view · Wed Nov 4 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
0.823
Put Call Ratio (OI)
0.178
Put Call Ratio (Vol)
0.51
IV Rank
24.8
IV Percentile
69.1
Max pain
25

Gamma exposure (2026-11-04)

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}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.2
23.2
View values by strike
WRBY · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 2.42 0
5.00 7.59 0
7.50 0 -27.9
10.00 32.5 -135
12.50 192 -902
14.00 6.98 0
15.00 2.62 K -4.37 K
16.00 11.3 -27.7
17.00 102 -938
17.50 6.33 K -12.1 K
18.00 261 -478
19.00 0 -2.94 K
20.00 54.4 K -33.3 K
21.00 0 -14.8 K
22.00 1.6 K -10.1 K
22.50 223 K -173 K
23.00 2.04 K -17.7 K
23.50 572 -1.16 K
24.00 4.33 K -2.04 K
24.50 2.01 K -5.48 K
25.00 806 K -189 K
25.50 16.3 K -355
26.00 28.8 K -1.69 K
26.50 1.15 K -58.8
27.00 37.1 K -933
27.50 147 K -8.54 K
28.00 12.6 K -2.08 K
28.50 63 -21.4
29.00 6.07 K -719
30.00 207 K -8.22 K
31.00 2.02 K -346
32.00 995 -135
32.50 39.2 K -38
33.00 1.24 K -266
34.00 46.7 -46.8
35.00 203 K -367
36.00 10.1 -9.4
37.00 10.3 -7.89
38.00 9.97 -3.68
40.00 47.5 K -196
45.00 61.3 K -1.33 K