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Coursera COUR 3.74 -0.01 -0.27%

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ATM IV
0.6
Put Call Ratio (OI)
0.225
Put Call Ratio (Vol)
0.104
IV Rank
8.55
IV Percentile
35.8
Max pain
5

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
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.3
16.3
View values by strike
COUR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 11.1 -11.6
3.00 14.7 K -3.89 K
4.00 47.1 K -9.14 K
5.00 49.1 K -30.6 K
6.00 9.18 K -1.06 K
7.00 24.1 K -251
7.50 198 0
8.00 5.15 K -3.01
9.00 864 0
10.00 3.7 K -14.9
11.00 128 0
12.00 2.02 K 0
15.00 2.64 K 0
17.00 14.4 0
20.00 38.9 0