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Darden Restaurants DRI 228.67 -1.94 -0.84%

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ATM IV
0.354
Put Call Ratio (OI)
0.945
Put Call Ratio (Vol)
2.33
IV Rank
75.8
IV Percentile
79.7
Max pain
200

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
442.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-148.7
148.7
View values by strike
DRI · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
80.00 22.6 -37.1
85.00 0 -20.7
90.00 0 -1.89 K
95.00 0 -354
100.00 206 -775
105.00 0 -419
110.00 150 -180
115.00 0 -1.05 K
120.00 180 -245
125.00 0 -572
130.00 1.21 K -1.74 K
135.00 144 -1.27 K
140.00 1.07 K -1.32 K
145.00 205 -6.64 K
150.00 1.08 K -9.46 K
155.00 1.25 K -12 K
160.00 866 -5.34 K
165.00 942 -30.5 K
170.00 1.11 K -15.8 K
175.00 5.23 K -21.7 K
180.00 3.19 K -120 K
185.00 14.8 K -95.1 K
190.00 21.6 K -195 K
195.00 23.7 K -226 K
200.00 205 K -212 K
210.00 848 K -246 K
220.00 612 K -578 K
230.00 1.28 M -334 K
240.00 659 K -94.8 K
250.00 487 K -4.86 K
260.00 116 K -15.4 K
270.00 175 K -688
280.00 5.15 K -213
290.00 23.7 K 0
300.00 160 K 0
310.00 3.47 K 0
320.00 15.6 K 0
330.00 19.7 K 0