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Cullen/Frost Bankers Inc CFR 158.74 -1.06 -0.66%

CFR Gamma Exposure (GEX)

CFR (Cullen/Frost Bankers Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.223
Put Call Ratio (OI)
0.602
Put Call Ratio (Vol)
0.985
IV Rank
14.7
IV Percentile
9.92
Max Pain
160

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-91.3
91.3
View values by strike
CFR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
70.00 0 -28.3
75.00 0 -66.1
80.00 0 -211
85.00 0 -201
90.00 0 -52.1
95.00 0 -122
100.00 0 -324
105.00 0 -300
110.00 0 -414
115.00 0 -323
120.00 0 -426
125.00 0 -679
130.00 0 -924
135.00 0 -1.39 K
140.00 0 -3.1 K
145.00 10.4 K -3.93 K
150.00 11.4 K -15 K
155.00 23.4 K -216 K
160.00 4.76 K -50.1 K
165.00 51 K -951
170.00 12.8 K -20.5 K
175.00 7.77 K 0
180.00 56.3 K 0
185.00 130 K 0
190.00 831 0
195.00 514 0
200.00 1.03 K 0
210.00 288 0
220.00 263 0