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China Automotive Systems CAAS 5.08 0.04 0.79%

CAAS Gamma Exposure (GEX)

CAAS (China Automotive Systems): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.65
Put Call Ratio (OI)
0.167
Put Call Ratio (Vol)
1.29
IV Rank
5.75
IV Percentile
14.3
Max Pain
5

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.9
4.9
View values by strike
CAAS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 3.07 0
5.00 249 -47.4
7.50 1.27 K 0