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First American Financial Corporation FAF 69.26 -0.33 -0.47%

FAF Gamma Exposure (GEX)

FAF (First American Financial Corporation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.336
Put Call Ratio (OI)
0.636
Put Call Ratio (Vol)
0.407
IV Rank
20.8
IV Percentile
57.6
Max Pain
65

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.7
40.7
View values by strike
FAF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -354
40.00 125 -349
45.00 25.3 -341
50.00 92.5 -401
55.00 0 -235
60.00 520 -499
65.00 5.82 K -86.3 K
70.00 20.1 K -2.98 K
75.00 125 K -172
80.00 2.78 K -34
85.00 1.87 K 0
90.00 70.8 0
100.00 116 0