Pre-market
⌘K
Sign in Sign up

Groupon GRPN 15.58 -1.73 -9.99%

Previous-day view · Thu Nov 5 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
0.889
Put Call Ratio (OI)
0.321
Put Call Ratio (Vol)
0.811
IV Rank
25.9
IV Percentile
49.2
Max pain
17

Gamma exposure (2026-11-05)

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.4
44.4
View values by strike
GRPN · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 31.3 -29.4
4.00 0 -46.7
5.00 427 -165
8.00 32.9 -14.4 K
9.00 0 -37.5
10.00 1.63 K -7.16 K
11.00 137 -3.98 K
12.00 3.42 K -1.12 K
13.00 4.11 K -4.08 K
14.00 3.39 K -8.65 K
15.00 31.7 K -84.7 K
16.00 4.86 K -66.2 K
17.00 51.6 K -54.3 K
18.00 40.1 K -11.9 K
19.00 112 K -13.1 K
20.00 126 K -14.1 K
21.00 72.4 K -23.6 K
22.00 100 K -12.3 K
23.00 13.5 K -2.25 K
24.00 19.7 K -691
25.00 90.9 K -4.07 K
26.00 752 -505
27.00 9.72 K -2.45 K
28.00 5.16 K -269
29.00 1.15 K -560
30.00 77.9 K -185
31.00 320 -65.3
32.00 2.03 K -820
33.00 5.25 K 0
34.00 141 0
35.00 44 K 0
36.00 65.7 0
37.00 1.08 K -28
38.00 75.2 0
39.00 7.65 0
40.00 49.6 K 0
41.00 423 0
42.00 361 0
45.00 4.2 K 0
47.00 643 0
50.00 5.99 K 0
55.00 60.9 0
60.00 15.2 K 0