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Aldeyra Therapeutics ALDX 1.4 0.04 2.94%

ALDX Gamma Exposure (GEX)

ALDX (Aldeyra Therapeutics): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
2.73
Put Call Ratio (OI)
0.127
Put Call Ratio (Vol)
1.74
IV Rank
26.6
IV Percentile
68.5
Max Pain
1.5

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}
4.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-3.6
3.6
View values by strike
ALDX · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 2.39 0
1.00 123 -307
1.50 4.24 K -99.9
2.00 854 -34.5
2.50 0 -3.02
3.00 228 -3.89
4.00 5.08 -6.86
5.00 10.1 -0.346