Closed
⌘K
Sign in Sign up

Greif GEF 83.32 0.61 0.74%

GEF Gamma Exposure (GEX)

GEF (Greif): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.304
Put Call Ratio (OI)
0.91
Put Call Ratio (Vol)
1.56
IV Rank
25.5
IV Percentile
29.2
Max Pain
85

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
-48.3
48.3
View values by strike
GEF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -47.1
45.00 0 -78.2
50.00 0 -83.9
55.00 78 -200
60.00 0 -266
65.00 0 -3.05 K
70.00 96.1 -2.67 K
75.00 13.4 K -1.58 K
80.00 7.53 K -191 K
85.00 23.8 K -199 K
90.00 161 K -27.1 K
95.00 78.4 K -494
100.00 4.24 K 0
105.00 2.45 K 0