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Elanco Animal Health Incorporated Common ELAN 22.43 0.01 0.04%

ELAN Gamma Exposure (GEX)

ELAN (Elanco Animal Health Incorporated Common): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.459
Put Call Ratio (OI)
0.288
Put Call Ratio (Vol)
0.165
IV Rank
24.7
IV Percentile
41.1
Max Pain
20

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
-19.4
19.4
View values by strike
ELAN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 -1.41e-7 0
5.00 10.2 0
8.00 31 0
10.00 556 -857
12.00 984 -1.09 K
13.00 5.98 0
14.00 0 -81.5
15.00 1.02 K -980
16.00 82 -320
17.00 6.24 K -1.11 K
18.00 2.21 K -7.49 K
19.00 6.32 K -2.6 K
20.00 14.4 K -19 K
21.00 36.1 K -3.55 K
22.00 16.3 K -5.93 K
23.00 83 K -13.7 K
24.00 61.3 K -9.79 K
25.00 58.1 K -4.59 K
26.00 3.79 K -526
27.00 25.3 K -542
28.00 11.9 K -655
29.00 3.26 K -418
30.00 15.6 K -9.78 K
31.00 10.6 K 0
32.00 2.11 K 0
33.00 2.45 K 0
34.00 648 0
35.00 3.29 K 0
40.00 326 0