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First American Financial Corporation FAF 66.97 -0.66 -0.98%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.377
Put Call Ratio (OI)
2.59
Put Call Ratio (Vol)
4.04
IV Rank
49.7
IV Percentile
72
Max pain
60

Gamma exposure (2026-11-11)

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}
9.0
156.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.0
43.0
View values by strike
FAF · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -1 K
40.00 166 -581
45.00 144 -4.17 K
50.00 99.8 -1.7 K
55.00 77.9 -1.21 K
60.00 1.45 K -3.5 K
65.00 6.3 K -5.77 K
70.00 12.8 K -1.89 K
75.00 2.47 K -142
80.00 1.38 K -101
85.00 1.46 K 0
90.00 1.36 K -12.6 K
100.00 102 0