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Ero Copper Corp ERO 35.47 1.3 3.8%

ERO Gamma Exposure (GEX)

ERO (Ero Copper Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.594
Put Call Ratio (OI)
0.16
Put Call Ratio (Vol)
0.343
IV Rank
33.8
IV Percentile
37
Max Pain
35

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
-22.3
22.3
View values by strike
ERO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 483 -312
15.00 359 -3.44 K
17.50 179 -5.13 K
20.00 296 -9.44 K
22.50 3.62 K -10.8 K
25.00 18.3 K -14.6 K
30.00 380 K -137 K
35.00 1.16 M -165 K
40.00 853 K -38.4 K
45.00 501 K -13 K
50.00 169 K -1.5 K
55.00 14.8 K -236