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Allegro MicroSystems ALGM 30.7 -0.22 -0.71%

Previous-day view · Tue Nov 10 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
0.727
Put Call Ratio (OI)
0.386
Put Call Ratio (Vol)
0.183
IV Rank
46.1
IV Percentile
69.6
Max pain
32.5

Gamma exposure (2026-11-10)

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}
10.0
766.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.1
64.1
View values by strike
ALGM · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -195
12.50 358 -162
15.00 270 -361
17.50 934 -870
20.00 513 -2.56 K
22.50 828 -4.6 K
25.00 3.05 K -14.8 K
27.50 6.92 K -15.2 K
30.00 16.6 K -50 K
32.50 364 K -127 K
35.00 382 K -41.9 K
37.50 22.4 K -12.4 K
40.00 44.5 K -39.1 K
42.50 8.22 K -6.19 K
45.00 11.4 K -8.56 K
47.50 4.85 K -356
50.00 11.3 K -2.39 K
52.50 2.66 K -129
55.00 5.35 K -18.9
57.50 2.63 K 0
60.00 5.07 K 0
62.50 979 0
65.00 1.94 K 0
67.50 107 0
70.00 1.55 K -71.6
72.50 374 0
75.00 21.7 K 0
80.00 991 0
85.00 2.13 K 0
90.00 308 0
95.00 763 0