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Emergent Biosolutions EBS 6.55 -0.25 -3.68%

EBS Gamma Exposure (GEX)

EBS (Emergent Biosolutions): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.696
Put Call Ratio (OI)
0.18
Put Call Ratio (Vol)
0.702
IV Rank
6.46
IV Percentile
20.7
Max Pain
6

Gamma exposure (2026-09-21)

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.5
18.5
View values by strike
EBS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 3.99 0
3.00 61.2 -394
4.00 134 -341
5.00 4.39 K -1.12 K
6.00 1 K -740
7.00 16.4 K -2.15 K
8.00 2.35 K -1.3 K
9.00 113 -19
10.00 12.2 K -368
11.00 7.69 0
12.00 4.35 K 0
13.00 8.61 0
14.00 11.5 0
15.00 1.38 K 0
16.00 15.1 0
17.00 138 0
20.00 83.3 0
22.00 33.5 0
25.00 531 0