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Compugen Ltd CGEN 2.47 -0.02 -0.89%

CGEN Gamma Exposure (GEX)

CGEN (Compugen Ltd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.51
Put Call Ratio (OI)
0.6
Put Call Ratio (Vol)
0.423
IV Rank
0.17
IV Percentile
0.78
Max Pain
2.5

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
-5.1
5.1
View values by strike
CGEN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 2.32 K -1.95 K
5.00 677 -1.24
7.50 72.3 0