Pre-market
⌘K
Sign in Sign up

CNA Financial Corporation CNA 47.8 -0.22 -0.46%

CNA Gamma Exposure (GEX)

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

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.25
Put Call Ratio (OI)
1.85
Put Call Ratio (Vol)
0.459
IV Rank
18.4
IV Percentile
25.3
Max Pain
45

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
-26.7
26.7
View values by strike
CNA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -16.4
35.00 0 -1.52 K
40.00 243 -21.1 K
45.00 2.83 K -4.24 K
50.00 9.58 K -334
55.00 8.23 K 0
60.00 1.83 K 0