Closed
⌘K
Sign in Sign up

Herbalife Ltd HLF 11.92 0.03 0.25%

HLF Gamma Exposure (GEX)

HLF (Herbalife Ltd): 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
0.601
Put Call Ratio (OI)
0.484
Put Call Ratio (Vol)
0.619
IV Rank
2.89
IV Percentile
20.2
Max Pain
11.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-28.1
28.1
View values by strike
HLF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 94.3 0
2.50 282 -14.7 K
3.00 439 0
4.00 683 0
5.00 3.05 K -7.02 K
6.00 3.7 0
7.00 19.8 0
7.50 2.5 K -4.25 K
8.00 92.8 0
9.00 34.2 -25.5
10.00 140 K -33.1 K
11.00 3.56 K -1.99 K
11.50 578 -27.5 K
12.00 11.5 K -8.75 K
12.50 224 K -73.3 K
13.00 2.98 K -203
13.50 0 -110
14.00 2.39 K -929
15.00 230 K -34.8 K
17.00 0 -4.51
17.50 261 K -1.17 K
19.00 0 -3.09
20.00 3.18 K -20.4
22.00 0 -4.88
22.50 8.27 K 0
25.00 439 -1.11 K
27.50 359 -7.08
30.00 1.03 K 0
32.50 51.6 0
35.00 109 0
37.50 551 0
40.00 255 0