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Canadian Pacific Kansas City Limited CP 92.17 -1.59 -1.7%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.231
Put Call Ratio (OI)
0.621
Put Call Ratio (Vol)
0.277
IV Rank
23.8
IV Percentile
42.9
Max pain
90

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
406.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-54.6
54.6
View values by strike
CP · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
37.50 49.9 -7.85
40.00 2.87 K 0
42.50 16 0
45.00 1.4 K 0
47.50 24.5 -560
50.00 36.6 0
55.00 45.4 -444
60.00 21.7 K -5.84 K
62.50 304 -1.56 K
65.00 2.3 K -3.81 K
67.50 144 -11.7 K
70.00 9.07 K -17.1 K
72.50 6.4 K -14 K
75.00 44.6 K -68.2 K
77.50 17.9 K -38.1 K
80.00 48.2 K -133 K
82.50 33.4 K -134 K
85.00 253 K -131 K
87.50 151 K -614 K
90.00 496 K -1.57 M
92.50 1.89 M -342 K
95.00 2.87 M -314 K
97.50 644 K -98 K
100.00 316 K -1.05 K
105.00 149 K -125 K
110.00 47 K 0
115.00 4.95 K 0
120.00 2.11 K 0
125.00 805 0
130.00 702 0