Elbit Systems Ltd ESLT 750.69 7.35 0.99%
ESLT Gamma Exposure (GEX)
ESLT (Elbit Systems Ltd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.
ATM IV
0.362
Put Call Ratio (OI)
0.775
Put Call Ratio (Vol)
0.792
IV Rank
24.8
IV Percentile
26.4
Max Pain
720
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 340.00 | 905 | 0 |
| 350.00 | 1.24 K | -227 |
| 360.00 | 834 | 0 |
| 370.00 | 27.7 | 0 |
| 400.00 | 0 | -778 |
| 410.00 | 0 | -2.12 K |
| 420.00 | 2.88 K | -4.6 K |
| 430.00 | 0 | -2.33 K |
| 440.00 | 236 | 0 |
| 450.00 | 1.5 K | -299 |
| 460.00 | 2.26 K | 0 |
| 470.00 | 0 | -562 |
| 480.00 | 2.39 K | -23 K |
| 490.00 | 161 | -2.05 K |
| 500.00 | 501 | -9.7 K |
| 510.00 | 152 | -16.3 K |
| 520.00 | 124 | -5.73 K |
| 530.00 | 335 | -23.9 K |
| 540.00 | 656 | -8.43 K |
| 550.00 | 0 | -18.1 K |
| 560.00 | 463 | -18.4 K |
| 570.00 | 1.48 K | -19 K |
| 580.00 | 0 | -24.7 K |
| 590.00 | 1.25 K | -14.5 K |
| 600.00 | 2.71 K | -12.5 K |
| 610.00 | 2.16 K | -11.7 K |
| 620.00 | 707 | -14.8 K |
| 630.00 | 12.5 K | -19.6 K |
| 640.00 | 1.02 K | -109 K |
| 650.00 | 2.83 K | -23.2 K |
| 660.00 | 1.11 K | -87.9 K |
| 670.00 | 3.23 K | -17.8 K |
| 680.00 | 3.93 K | -8.07 K |
| 690.00 | 2.64 K | -1.32 K |
| 700.00 | 32.9 K | -73.9 K |
| 710.00 | 70 K | -679 K |
| 720.00 | 4.67 K | -258 K |
| 730.00 | 35.9 K | -154 K |
| 740.00 | 129 K | -74.2 K |
| 750.00 | 65.8 K | -39.8 K |
| 760.00 | 42.9 K | -24.2 K |
| 770.00 | 51.3 K | 0 |
| 780.00 | 97.2 K | -123 K |
| 790.00 | 65.1 K | -14.4 K |
| 800.00 | 126 K | -48.4 K |
| 810.00 | 791 K | -31.3 K |
| 820.00 | 17.8 K | -57.9 K |
| 830.00 | 8.68 K | -163 K |
| 840.00 | 103 K | -66.2 K |
| 850.00 | 284 K | -25.4 K |
| 860.00 | 164 K | -2.5 K |
| 870.00 | 179 K | -2.74 K |
| 880.00 | 38.8 K | -2.6 K |
| 890.00 | 42.5 K | -1.24 K |
| 900.00 | 107 K | -7.71 K |
| 910.00 | 9.6 K | -96 K |
| 920.00 | 30.4 K | -43 K |
| 930.00 | 3.76 K | -5.23 K |
| 940.00 | 21.9 K | 0 |
| 950.00 | 5.18 K | 0 |
| 960.00 | 14.9 K | 0 |
| 970.00 | 8.45 K | 0 |
| 980.00 | 18.3 K | 0 |
| 990.00 | 5.63 K | 0 |
| 1000.00 | 33 K | 0 |
| 1010.00 | 6.33 K | 0 |
| 1020.00 | 34.5 K | 0 |
| 1030.00 | 1.13 K | 0 |
| 1040.00 | 3.16 K | -30.9 K |
| 1060.00 | 5.79 K | -18 K |
| 1080.00 | 3.02 K | 0 |
| 1100.00 | 41.4 K | 0 |
| 1120.00 | 564 | 0 |
| 1140.00 | 3.46 K | 0 |
| 1160.00 | 13 K | 0 |
| 1180.00 | 8.57 K | 0 |
| 1200.00 | 2.19 K | 0 |
| 1220.00 | 4.79 K | 0 |
| 1240.00 | 1.35 K | 0 |
| 1260.00 | 6.98 K | 0 |
| 1280.00 | 5.09 K | 0 |
| 1300.00 | 3.9 K | 0 |
| 1320.00 | 1.57 K | 0 |
| 1340.00 | 2.19 K | 0 |
| 1360.00 | 4.67 K | 0 |
| 1380.00 | 9.97 K | 0 |
| 1400.00 | 16.4 K | 0 |
| 1420.00 | 25.3 K | 0 |