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Six Flags Entertainment Corporation FUN 12.37 0.15 1.23%

FUN Gamma Exposure (GEX)

FUN (Six Flags Entertainment Corporation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.696
Put Call Ratio (OI)
0.782
Put Call Ratio (Vol)
0.598
IV Rank
20.1
IV Percentile
27.2
Max Pain
15

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
-52.6
52.6
View values by strike
FUN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 33.9 0
5.00 875 0
7.50 2.04 K -2.54 K
10.00 2.71 K -120 K
12.50 11.1 K -192 K
15.00 14.8 K -22.5 K
17.50 16.8 K -6.32 K
20.00 94 K -4.9 K
22.50 5.28 K -1.99 K
25.00 37.1 K -2.09 K
27.50 78.1 0
30.00 3.6 K -157
32.50 426 0
35.00 1.52 K -103
40.00 10.8 K 0
45.00 1.12 K 0
50.00 502 0
55.00 113 0
60.00 36.1 0
65.00 14.7 0