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Assurant AIZ 296.13 -1.1 -0.37%

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ATM IV
0.274
Put Call Ratio (OI)
0.286
Put Call Ratio (Vol)
0.331
IV Rank
29.6
IV Percentile
80.1
Max pain
270

Gamma exposure (2026-11-03)

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}
17.0
226.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-155.8
155.8
View values by strike
AIZ · Gamma exposure · 2026-11-03. USD of exposure per 1% underlying move.
StrikeCallsPuts
160.00 0 -159
175.00 43.5 0
185.00 0 -108
190.00 0 -65.7
200.00 0 -244
210.00 0 -319
220.00 200 -876
230.00 2.16 K -2.07 K
240.00 1.63 K -3.81 K
250.00 3.03 K -13.8 K
260.00 10.9 K -80.8 K
270.00 90.9 K -8.85 K
280.00 21.6 K -8.64 K
290.00 404 K 0
300.00 513 K 0
310.00 16.9 K 0
320.00 17.6 K 0
330.00 3.38 K 0
340.00 1.07 K 0
350.00 1.71 K 0
360.00 719 0
370.00 236 0