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Ascendis Pharma A/S Ordinary Share ASND 237.59 0.87 0.37%

ASND Gamma Exposure (GEX)

ASND (Ascendis Pharma A/S Ordinary Share): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.378
Put Call Ratio (OI)
0.58
Put Call Ratio (Vol)
0.602
IV Rank
11.3
IV Percentile
11.7
Max Pain
240

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
-183.0
183.0
View values by strike
ASND · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
105.00 0 -122
110.00 0 -102
115.00 123 0
120.00 103 0
125.00 68.9 -26.2
130.00 207 -57.9
135.00 195 -33.9
140.00 0 -195
145.00 109 -345
150.00 751 -901
155.00 87 -92.5
160.00 2.56 K -280
165.00 12.3 -525
170.00 6.37 K -1.94 K
175.00 776 -2.95 K
180.00 868 -787
185.00 190 -869
190.00 2.65 K -4.18 K
195.00 10.6 K -250
200.00 36.8 K -161 K
210.00 5.46 K -229 K
220.00 76.3 K -205 K
230.00 94.6 K -201 K
240.00 145 K -263 K
250.00 512 K -195 K
260.00 100 K -192 K
270.00 158 K -10.4 K
280.00 209 K -672
290.00 36.5 K -3.37 K
300.00 126 K -609
310.00 19.9 K -4.68 K
320.00 23.8 K 0
330.00 158 K 0
340.00 14.8 K -1.81 K
350.00 39.5 K -2.16 K
360.00 20.5 K 0
370.00 9.77 K 0
380.00 13.4 K 0
390.00 3.45 K 0
400.00 1.12 K 0