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Cal-Maine Foods Inc CALM 65.67 -2.4 -3.53%

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ATM IV
0.387
Put Call Ratio (OI)
0.461
Put Call Ratio (Vol)
0.747
IV Rank
25.1
IV Percentile
73.2
Max pain
65

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
-74.3
74.3
View values by strike
CALM · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 1.14 K -820
40.00 6.59 K -2.22 K
45.00 18.5 K -3.75 K
50.00 6.89 K -17.6 K
55.00 16.5 K -31 K
60.00 14.2 K -253 K
65.00 603 K -266 K
70.00 411 K -195 K
75.00 161 K -25.1 K
80.00 75.5 K -5.02 K
85.00 55.9 K -461
90.00 21 K -2.44 K
95.00 25.1 K 0
100.00 11.6 K -666
105.00 7.82 K 0
110.00 5.41 K 0
115.00 2.54 K 0
120.00 898 0
125.00 264 0
130.00 380 0
135.00 67 0