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Core Natural Resources CNR 90.75 -0.33 -0.36%

CNR Gamma Exposure (GEX)

CNR (Core Natural Resources): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.382
Put Call Ratio (OI)
0.719
Put Call Ratio (Vol)
0.113
IV Rank
3.05
IV Percentile
2.72
Max Pain
95

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
-74.3
74.3
View values by strike
CNR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 377 -183
45.00 49 -132
50.00 676 -668
55.00 748 -4.14 K
60.00 3.34 K -2.34 K
65.00 1.37 K -18.4 K
70.00 4.24 K -51.6 K
75.00 16.7 K -86.7 K
80.00 7.8 K -411 K
85.00 72.2 K -313 K
90.00 268 K -552 K
95.00 230 K -15.7 K
100.00 120 K -177 K
105.00 157 K -1.16 K
110.00 360 K -2 K
115.00 42.1 K -243
120.00 100 K -682
125.00 74.8 K 0
130.00 51.2 K 0
135.00 76.6 K 0
140.00 131 K 0
145.00 252 0
150.00 1.53 K 0
155.00 303 0
160.00 456 0
165.00 474 0