Closed
⌘K
Sign in Sign up

Exelixis Inc EXEL 57.0 -1.36 -2.33%

EXEL Gamma Exposure (GEX)

EXEL (Exelixis Inc): 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
0.385
Put Call Ratio (OI)
1.89
Put Call Ratio (Vol)
1.89
IV Rank
40
IV Percentile
42.1
Max Pain
55

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
-42.3
42.3
View values by strike
EXEL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 18.5 -5.97
23.00 72.3 0
25.00 14.4 -1.03 K
27.00 0 -488
28.00 24.1 -53.3
30.00 925 -1.02 K
32.00 0 -871
33.00 2.7 K -132
34.00 0 -31.2
35.00 1.44 K -9.52 K
36.00 -1.26e-5 -5.62 K
37.00 10.3 K -335
38.00 65.3 -428
39.00 -2.72e-6 -24.2
40.00 17.4 K -280 K
41.00 732 -676
42.00 23 K -1.27 K
43.00 1.49 K -39.4
44.00 1.03 K -525
45.00 42.1 K -23.5 K
46.00 229 -386
47.00 2.35 K -5.54 K
48.00 18.4 K -23.9 K
49.00 4.1 K -300
50.00 261 K -1.33 M
55.00 216 K -813 K
60.00 287 K -46.8 K
65.00 411 K -117
70.00 50.4 K -88.4
75.00 18.1 K 0
80.00 5.23 K 0
85.00 1.2 K 0