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Criteo S CRTO 15.42 0.04 0.26%

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ATM IV
0.481
Put Call Ratio (OI)
0.253
Put Call Ratio (Vol)
0.339
IV Rank
25.5
IV Percentile
23.6
Max pain
15

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
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-49.6
49.6
View values by strike
CRTO · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 1.37 0
7.50 3.15 -49.8
10.00 693 -310
12.50 3.51 K -2 K
15.00 9.73 K -23.8 K
17.50 12 K -4.82 K
20.00 35.3 K -2.57 K
22.50 8.63 K -735
25.00 1.16 K -11.1
27.50 4.51 K -596
30.00 958 0
32.50 36.3 0
35.00 429 0
37.50 55.8 0
40.00 212 0
42.50 39.9 0
45.00 113 0
47.50 47.7 0
55.00 109 0
65.00 168 0