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Vaalco Energy EGY 5.96 -0.1 -1.65%

EGY Gamma Exposure (GEX)

EGY (Vaalco Energy): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.394
Put Call Ratio (OI)
0.234
Put Call Ratio (Vol)
0.151
IV Rank
15.1
IV Percentile
7.6
Max Pain
5

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-7.0
7.0
View values by strike
EGY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
4.00 2.84 K -4.37 K
5.00 9.69 K -12 K
6.00 66.7 K -12 K
7.00 32.4 K -1.16 K
8.00 27.4 K 0
9.00 451 -3.51
10.00 338 0
11.00 5.62 0