Pre-market
⌘K
Sign in Sign up

Bancfirst Corp BANF 109.46 1.17 1.08%

BANF Gamma Exposure (GEX)

BANF (Bancfirst Corp): 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
0.292
Put Call Ratio (OI)
0.622
Put Call Ratio (Vol)
1.19
IV Rank
10.2
IV Percentile
36.2
Max Pain
105

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-60.5
60.5
View values by strike
BANF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -40.1
65.00 0 -52.3
70.00 0 -76.1
75.00 88 -41.9
80.00 0 -59.7
85.00 84.2 -163
90.00 0 -235
95.00 166 -639
100.00 0 -888
105.00 215 -1.3 K
110.00 0 -9.67 K
115.00 946 -1.81 K
120.00 7.62 K -953
125.00 8.08 K -241
130.00 794 -210
135.00 654 -138
140.00 390 -114
145.00 235 0
150.00 135 0
155.00 56.2 0
160.00 101 0
165.00 45.9 0
170.00 41.8 0