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Assured Guaranty AGO 71.07 0.72 1.02%

AGO Gamma Exposure (GEX)

AGO (Assured Guaranty): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.234
Put Call Ratio (OI)
0.549
Put Call Ratio (Vol)
0.717
IV Rank
28.5
IV Percentile
35.6
Max Pain
80

Gamma exposure (2026-09-21)

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}
25.0
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-58.9
58.9
View values by strike
AGO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -14.9
45.00 9.64 -352
50.00 77.6 -422
55.00 0 -1.11 K
60.00 824 -259
65.00 844 -3.59 K
70.00 2.36 K -433 K
75.00 21.4 K -219 K
80.00 538 K -40.7 K
85.00 97.1 K -2.93 K
90.00 19.1 K -158
95.00 513 0
100.00 2.42 K 0
105.00 74.2 -3.08 K
110.00 31.6 0
115.00 3.05 K 0
120.00 268 0
130.00 63.5 0