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First Merchants Corp FRME 40.9 0.03 0.07%

FRME Gamma Exposure (GEX)

FRME (First Merchants Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.241
Put Call Ratio (OI)
0.125
Put Call Ratio (Vol)
0.111
IV Rank
4.43
IV Percentile
8
Max Pain
45

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.1
24.1
View values by strike
FRME · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 606 -110
60.00 45 0