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Coastal Financial Corporation CCB 45.14 -0.83 -1.81%

CCB Gamma Exposure (GEX)

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

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ATM IV
0.686
Put Call Ratio (OI)
0.185
Put Call Ratio (Vol)
0.164
IV Rank
27.4
IV Percentile
98.4
Max Pain
50

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-84.9
84.9
View values by strike
CCB · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 25.2 -12.6
30.00 206 -1.18 K
35.00 3.74 K -461
40.00 3.81 K -5.44 K
45.00 1.9 K -3.62 K
50.00 32.2 K -3.13 K
55.00 23.8 K 0
60.00 12.1 K 0
65.00 454 0
70.00 797 0
75.00 76.8 0
80.00 24.4 0
85.00 402 0
90.00 57.2 0
95.00 377 0
100.00 159 0
105.00 39.5 0