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Figma FIG 22.13 1.1 5.23%

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ATM IV
0.824
Put Call Ratio (OI)
0.465
Put Call Ratio (Vol)
0.87
IV Rank
42.2
IV Percentile
45.1
Max pain
21.5

Gamma exposure (2026-11-04)

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}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-107.4
107.4
View values by strike
FIG · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0 -223
5.00 0 -770
7.50 0 -1.16 K
10.00 2.22 K -8.04 K
12.50 1.07 K -42.7 K
14.00 0 -438
15.00 11.6 K -92.6 K
15.50 0 -403
16.00 6.16 -2.19 K
16.50 0 -2.85 K
17.00 0 -3.6 K
17.50 34.7 K -228 K
18.00 617 -17.2 K
18.50 0 -5.77 K
19.00 608 -76.2 K
19.50 199 -104 K
20.00 180 K -496 K
20.50 1.59 K -8.93 K
21.00 26.5 K -87.6 K
21.50 37.6 K -45 K
22.00 390 K -25.9 K
22.50 627 K -129 K
23.00 145 K -61.7 K
23.50 163 K -24.9 K
24.00 126 K -7.39 K
24.50 84.1 K -9.24 K
25.00 962 K -253 K
25.50 69.7 K -3.33 K
26.00 83.6 K -2.8 K
26.50 23 K -1.64 K
27.00 120 K -4.53 K
27.50 39.1 K -276
28.00 44.2 K -765
28.50 4.37 K -296
29.00 19.1 K -1.16 K
29.50 1.06 K -874
30.00 580 K -102 K
30.50 780 -579
31.00 10.6 K -335
32.00 1.32 K -274
35.00 159 K -50.5 K
40.00 136 K -51.6 K
45.00 40.4 K -14.9 K
50.00 61.8 K -4.43 K
55.00 14.1 K -1.03 K
60.00 33.3 K -721
65.00 5.45 K -501
70.00 38.3 K -32
75.00 16 K 0
80.00 9.1 K 0
85.00 8.5 K 0
90.00 11.2 K 0
95.00 930 0
100.00 32.8 K 0
105.00 246 -5.19
110.00 346 0
115.00 2.03 K 0
120.00 511 0
125.00 292 0
130.00 1.88 K 0