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Pathward Financial CASH 75.9 -0.27 -0.35%

CASH Gamma Exposure (GEX)

CASH (Pathward Financial): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.301
Put Call Ratio (OI)
0.73
Put Call Ratio (Vol)
1.06
IV Rank
20.7
IV Percentile
30.3
Max Pain
85

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
-64.1
64.1
View values by strike
CASH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 89.4 0
60.00 66.3 -62.7
65.00 0 -281
70.00 0 -1.11 K
75.00 184 -3.76 K
80.00 319 -1.83 K
85.00 341 0
90.00 2.03 K -287
95.00 769 0
100.00 1.85 K 0
105.00 104 0
110.00 41.8 0
115.00 110 0