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Bank of Montreal BMO 177.19 2.7 1.55%

BMO Gamma Exposure (GEX)

BMO (Bank of Montreal): 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
0.196
Put Call Ratio (OI)
0.957
Put Call Ratio (Vol)
1.12
IV Rank
8.83
IV Percentile
37.4
Max Pain
175

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
-132.2
132.2
View values by strike
BMO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 0 -12.3
65.00 0 -221
70.00 16.6 -940
75.00 0 -55.6
80.00 0 -47.7
85.00 0 -36.4
90.00 184 -501
95.00 3.58 K -935
100.00 3.2 K -2.15 K
105.00 5.24 K -13.6 K
110.00 3.04 K -10.3 K
115.00 4.05 K -14.2 K
120.00 12.5 K -27.9 K
125.00 23.6 K -9.39 K
130.00 15.1 K -42.6 K
135.00 14.1 K -6.21 K
140.00 20.8 K -6.02 K
145.00 9.22 K -166 K
150.00 16.7 K -27.9 K
155.00 26.3 K -113 K
160.00 86.4 K -151 K
165.00 41.1 K -201 K
170.00 77.3 K -284 K
175.00 341 K -283 K
180.00 510 K -349 K
185.00 1.05 M -52.8 K
190.00 354 K -14.2 K
195.00 789 K -6.98 K
200.00 33.1 K -15.6 K
210.00 51.6 K 0
220.00 1.85 K 0
250.00 728 0