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Wave Life Sciences Ltd WVE 3.13 -0.02 -0.79%

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
2.84
Put Call Ratio (OI)
0.111
Put Call Ratio (Vol)
0.363
IV Rank
60.1
IV Percentile
96.8
Max pain
4

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
-31.9
31.9
View values by strike
WVE · Gamma exposure · 2026-11-13. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 1.59 0
1.50 5.95 -0.455
2.00 122 -110
2.50 33.3 -648
3.00 689 -1.31 K
3.50 1.26 K -1.06 K
4.00 5.42 K -5.11 K
4.50 170 -9.35
5.00 9.4 K -1.42 K
5.50 21.8 0
6.00 14.4 K -301
7.00 1.38 K -186
8.00 10.1 K -21.1
9.00 141 0
10.00 7.87 K -78.5
11.00 85.9 0
12.00 257 -9.05
13.00 0 -1.15
14.00 0.755 0
15.00 1.65 K -72.7
16.00 0.738 0
17.00 77.8 0
18.00 65.1 -0.486
20.00 405 0
22.00 58.8 0
25.00 88 0
27.00 0.637 -0.863
30.00 45.4 0
32.00 1.2 0
35.00 128 0