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Cal-Maine Foods Inc CALM 72.52 -0.37 -0.51%

CALM Gamma Exposure (GEX)

CALM (Cal-Maine Foods Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.401
Put Call Ratio (OI)
0.62
Put Call Ratio (Vol)
0.707
IV Rank
62.5
IV Percentile
80.9
Max Pain
80

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-67.5
67.5
View values by strike
CALM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 5.62 K -14
45.00 17.1 K -909
50.00 6.62 K -1.47 K
55.00 5.89 K -4.8 K
60.00 5.33 K -50.1 K
65.00 17.5 K -112 K
70.00 31 K -345 K
75.00 75.3 K -176 K
80.00 169 K -149 K
85.00 156 K -11.1 K
90.00 75.3 K -16.1 K
95.00 48.2 K -324
100.00 34.4 K -1.04 K
105.00 9.44 K -223
110.00 8.32 K 0
115.00 5.89 K 0
120.00 1.18 K 0
125.00 408 0
130.00 490 0
135.00 85.3 0
140.00 0 -24.1