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Bausch Health Companies Inc BHC 8.18 0.22 2.76%

Previous-day view · Fri Nov 6 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
0.524
Put Call Ratio (OI)
2.09
Put Call Ratio (Vol)
25.3
IV Rank
13.4
IV Percentile
20.2
Max pain
6

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-8.8
8.8
View values by strike
BHC · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 6.99 -6.48
2.00 0.204 -185
2.50 -0.135 0
3.00 16.1 -17.6 K
3.50 -0.0108 0
4.00 323 -26.6 K
4.50 2.16 0
5.00 1.44 K -25.1 K
6.00 3.71 K -21.5 K
6.50 0 -2.4 K
7.00 71.8 K -26.6 K
7.50 991 -837
8.00 67 K -10.7 K
8.50 29.1 K -15.8 K
9.00 65.5 K -3.23 K
9.50 1.03 K 0
10.00 116 K -72.2 K
11.00 86 0
11.50 0 -5.21
12.00 18.5 K 0
13.00 0 -4.94
15.00 22.7 K 0