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Equitable Holdings EQH 52.66 -0.25 -0.47%

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ATM IV
0.424
Put Call Ratio (OI)
0.27
Put Call Ratio (Vol)
0.499
IV Rank
34
IV Percentile
68.8
Max pain
52.5

Gamma exposure (2026-11-06)

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.2
30.2
View values by strike
EQH · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.50 5.3 -7.09
25.00 5.35 -8.51
27.50 20.7 -20.8
30.00 150 -13.2
32.50 16.6 -2.98 K
35.00 18.5 -49.4
37.50 860 -354
40.00 504 -266
42.50 948 -1.08 K
45.00 20.9 K -5.57 K
47.50 7.47 K -2.24 K
50.00 22.9 K -12.4 K
52.50 20.2 K -1.34 K
55.00 103 K -2.01 K
57.50 16.2 K -142
60.00 8.34 K 0
62.50 2.44 K 0
65.00 794 -78.8
70.00 99.8 0