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Cadre Holdings CDRE 32.6 0.33 1.02%

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ATM IV
0.498
Put Call Ratio (OI)
0.429
Put Call Ratio (Vol)
1.19
IV Rank
10.1
IV Percentile
8.54
Max pain
30

Gamma exposure (2026-11-06)

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}
14.0
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.4
22.4
View values by strike
CDRE · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -286
22.50 0 -244
25.00 676 -732
30.00 8.44 K -107
35.00 2.67 K -930
40.00 862 -86.6
45.00 0 -64.1