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Crocs CROX 152.93 -6.91 -4.32%

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ATM IV
0.425
Put Call Ratio (OI)
1.29
Put Call Ratio (Vol)
1.9
IV Rank
16.3
IV Percentile
24.3
Max pain
150

Gamma exposure (2026-11-05)

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-116.6
116.6
View values by strike
CROX · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
37.50 15.3 -10.3 K
40.00 485 -485
42.50 99.8 -2.01 K
45.00 462 -1.27 K
47.50 136 -2.57 K
50.00 992 -1.36 K
55.00 472 -1.18 K
60.00 747 -3.31 K
65.00 1.97 K -3.09 K
67.50 330 -1.33 K
70.00 2.17 K -11.1 K
72.50 677 -1.06 K
75.00 3.99 K -29.3 K
77.50 2.07 K -1.94 K
80.00 12.8 K -16.3 K
82.50 2.98 K -3.3 K
85.00 7.23 K -14 K
87.50 3.79 K -5.82 K
90.00 7.79 K -16.1 K
92.50 1.72 K -13.2 K
95.00 5.87 K -21.8 K
97.50 4.13 K -2.18 K
100.00 43 K -47.4 K
105.00 17.7 K -35.5 K
110.00 29.8 K -32.2 K
115.00 36.1 K -106 K
120.00 90 K -143 K
125.00 234 K -91.5 K
130.00 145 K -90.2 K
135.00 129 K -390 K
140.00 1.07 M -299 K
145.00 268 K -296 K
150.00 444 K -315 K
155.00 268 K -271 K
160.00 376 K -1.12 M
165.00 251 K -39 K
170.00 155 K -4.21 K
175.00 325 K 0
180.00 72 K -259
185.00 46.9 K -221
190.00 60.5 K 0
195.00 25.6 K 0
200.00 51.2 K -177
210.00 34.1 K -457