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C3 AI 11.38 -0.58 -4.85%

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ATM IV
0.771
Put Call Ratio (OI)
0.37
Put Call Ratio (Vol)
1.03
IV Rank
19.9
IV Percentile
61.4
Max pain
11.5

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-53.7
53.7
View values by strike
AI · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 221 -1.19 K
4.00 23.3 0
5.00 3.03 K -7.36 K
5.50 27.1 0
6.00 56.5 0
6.50 48.2 0
7.00 41.5 0
7.50 12 K -57.7 K
8.00 296 -17.8
8.50 207 0
9.00 496 -2.16 K
9.50 35.5 -663
10.00 176 K -214 K
10.50 8 K -18.3 K
11.00 27.7 K -83.1 K
11.50 3.78 M -51 K
12.00 2.19 M -39.4 K
12.50 338 K -230 K
13.00 67.8 K -40.2 K
13.50 22.6 K -34.6
14.00 19.5 K -175
14.50 6.56 K 0
15.00 201 K -112 K
15.50 772 0
16.00 5.9 K 0
16.50 47.2 0
17.00 353 0
17.50 65.2 K -7.06 K
18.00 111 0
20.00 73.7 K -4.11 K
22.50 10.4 K -3.81 K
25.00 14.7 K -2.55 K
27.50 6.91 K -1.1 K
30.00 10.2 K -230
32.50 6.03 K -99.8
35.00 9.45 K 6.08e-9
37.50 10.6 K 0
40.00 3.93 K 0
42.50 1.84 K 0
45.00 279 0
47.50 1.36 K 0
50.00 1.12 K 0
55.00 550 0
60.00 352 0
65.00 815 0