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Bausch Health Companies Inc BHC 5.64 -0.03 -0.53%

BHC Gamma Exposure (GEX)

BHC (Bausch Health Companies Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.529
Put Call Ratio (OI)
1.95
Put Call Ratio (Vol)
2.9
IV Rank
8.28
IV Percentile
21.9
Max Pain
6

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-9.4
9.4
View values by strike
BHC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 208 -7.52
2.00 166 -242
3.00 406 -70 K
4.00 1.61 K -77.4 K
5.00 20.2 K -78.4 K
5.50 557 -256
6.00 138 K -41.3 K
7.00 64.5 K -24.2 K
7.50 0 -10.7
8.00 23.6 K 0
9.00 8.84 K 0
10.00 39.4 K -32.3 K
11.00 12.4 -2.71
12.00 7.74 K 0
15.00 9.21 K 0