Pre-market
⌘K
Sign in Sign up

AngloGold Ashanti plc AU 102.0 -1.29 -1.25%

AU Gamma Exposure (GEX)

AU (AngloGold Ashanti plc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.495
Put Call Ratio (OI)
1.82
Put Call Ratio (Vol)
0.731
IV Rank
12.6
IV Percentile
9.88
Max Pain
95

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-90.2
90.2
View values by strike
AU · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -135
22.00 0 -5.98
25.00 0 -199
27.00 0 -1.41 K
30.00 0 -447
32.00 0 -3.49 K
35.00 0 -2.66 K
37.00 0 -6.36 K
40.00 0 -7.49 K
42.00 0 -1.56 K
45.00 206 -6.42 K
47.00 0 -2.56 K
50.00 1.44 K -6.14 K
55.00 1.47 K -19.6 K
60.00 1.57 K -72.8 K
65.00 1.97 K -125 K
70.00 31.9 K -409 K
75.00 14 K -237 K
80.00 62.6 K -716 K
85.00 21.3 K -374 K
90.00 92.2 K -534 K
95.00 80.6 K -310 K
100.00 438 K -802 K
105.00 359 K -257 K
110.00 699 K -59.4 K
115.00 341 K -146 K
120.00 780 K -123 K
125.00 110 K -5.84 K
130.00 205 K -6.98 K
135.00 56.8 K -2.17 K
140.00 50.6 K -334
145.00 73 K 0
150.00 41.6 K -818
155.00 17 K 0
160.00 13.2 K 0
165.00 5.68 K 0
170.00 22.7 K 0
175.00 13.8 K 0
180.00 33.4 K -770