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Biohaven Ltd BHVN 13.9 -1.34 -8.79%

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ATM IV
0.989
Put Call Ratio (OI)
0.254
Put Call Ratio (Vol)
0.499
IV Rank
9.08
IV Percentile
56.9
Max pain
15

Gamma exposure (2026-11-05)

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.1
51.1
View values by strike
BHVN · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 310 -6.29
3.00 68.5 0
4.00 1.09 -56.5
5.00 563 -128
6.00 0 -297
7.00 0 -15.3
7.50 1.64 K -2.52 K
8.00 72.7 -7.37
9.00 160 -2.94 K
10.00 13.6 K -12.5 K
11.00 988 -4.36 K
12.00 6.33 K -8.65 K
12.50 21.6 K -5.65 K
13.00 3.61 K -1.04 K
14.00 8.02 K -18.2 K
15.00 107 K -80.4 K
16.00 46.2 K -5.38 K
17.00 3.32 K -448
17.50 35.8 K -2.1 K
18.00 4.11 K -1.63 K
19.00 1.02 K 0
20.00 59.9 K -21.9
21.00 13.2 K 0
22.00 291 0
22.50 686 -25.5
23.00 25.3 0
24.00 55.2 0
25.00 2.62 K -29.3
26.00 103 0
27.00 99.5 0
27.50 2.92 K 0
28.00 12.8 0
29.00 252 0
30.00 34 K -7.3
31.00 5.83 0
32.00 5.51 0
32.50 248 0
33.00 27.6 0
35.00 737 -174
37.50 356 0
40.00 425 0
42.50 219 0
45.00 162 0
47.50 10.1 0
50.00 71 0
52.50 31 0
55.00 12 0
57.50 241 0
60.00 67.3 0
65.00 130 0