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CarGurus CARG 36.15 -0.37 -1.01%

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ATM IV
0.362
Put Call Ratio (OI)
56
Put Call Ratio (Vol)
5.82
IV Rank
14.2
IV Percentile
11.8
Max pain
35

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
197.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.6
23.6
View values by strike
CARG · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -240
23.00 0 -11.6
24.00 0 -49.6 K
25.00 0 -243
26.00 0 -2.53 K
27.00 0 -85.1 K
28.00 0 -640
29.00 0 -402
30.00 0 -236 K
31.00 0 -139 K
32.00 0 -288
33.00 28.6 -1.29 K
34.00 220 -243 K
35.00 474 -443 K
36.00 2.91 K -4.03 K
37.00 1.15 K -201
38.00 4.53 K 0
39.00 823 0
40.00 1.81 K 0
41.00 3.93 K 0
42.00 292 0
45.00 3.34 K 0
50.00 2.29 K 0