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ERock EROC 13.39 0.3 2.29%

EROC Gamma Exposure (GEX)

EROC (ERock): 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
0.824
Put Call Ratio (OI)
0.489
Put Call Ratio (Vol)
0.693
IV Rank
3.77
IV Percentile
33.3
Max Pain
12.5

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.7
16.7
View values by strike
EROC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 1.65 -11.9
5.00 139 -66.6
7.50 556 -1.03 K
10.00 2.25 K -12.9 K
12.50 31.2 K -12.5 K
15.00 20.6 K -4.06 K
17.50 11.5 K -681
20.00 11.1 K -225
22.50 505 -8.39
25.00 632 -7.38
30.00 500 -300