Pre-market
⌘K
Sign in Sign up

Embraer S EMBJ 76.95 1.88 2.5%

EMBJ Gamma Exposure (GEX)

EMBJ (Embraer S): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.402
Put Call Ratio (OI)
0.419
Put Call Ratio (Vol)
0.218
IV Rank
50
IV Percentile
29.2
Max Pain
70

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-59.5
59.5
View values by strike
EMBJ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 179 0
20.00 38.1 -37.9
22.50 82.8 0
25.00 50.9 -14.4
30.00 993 -8.54 K
35.00 665 -109
40.00 10.1 K -2.63 K
45.00 2.8 K -2.56 K
50.00 5.72 K -6.93 K
55.00 15.8 K -85.4 K
60.00 65.5 K -51.8 K
65.00 62.6 K -128 K
70.00 280 K -252 K
75.00 398 K -191 K
80.00 413 K -140 K
85.00 364 K -20 K
90.00 113 K -1.82 K
95.00 1.14 M -528
100.00 14.5 K -179
105.00 1.53 K 0
110.00 1.22 K -79.5
115.00 559 0
120.00 1.3 K 0