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InterDigital IDCC 285.28 -1.25 -0.44%

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ATM IV
0.371
Put Call Ratio (OI)
0.718
Put Call Ratio (Vol)
0.456
IV Rank
6.73
IV Percentile
4.88
Max pain
320

Gamma exposure (2026-11-06)

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}
14.0
406.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-294.7
294.7
View values by strike
IDCC · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
95.00 28.5 -481
100.00 79.9 -220
105.00 17 -5.51 K
110.00 37.7 -200
115.00 101 -283
120.00 0 -2 K
125.00 25.5 -206
130.00 512 -1.32 K
135.00 357 -243
140.00 96 -466
145.00 636 -35.9
150.00 514 -2.05 K
155.00 426 -731
160.00 114 -646
165.00 632 -647
170.00 382 -598
175.00 470 -60.4
180.00 209 -1.33 K
185.00 525 -219
190.00 461 -241
195.00 459 -3.73 K
200.00 2.97 K -4.05 K
210.00 842 -3.48 K
220.00 597 -2.71 K
230.00 2.68 K -1.57 K
240.00 2.09 K -2.1 K
250.00 2.53 K -33.8 K
260.00 21.6 K -130 K
270.00 21.3 K -121 K
280.00 21.6 K -167 K
290.00 22.3 K -210 K
300.00 47.4 K -67.6 K
310.00 103 K -12.4 K
320.00 45.2 K -19.2 K
330.00 83.5 K -75 K
340.00 94.3 K -5.8 K
350.00 216 K -6.6 K
360.00 17.2 K 0
370.00 15.9 K -340
380.00 12.7 K 0
390.00 9.53 K -265
400.00 23.6 K 0
410.00 4.13 K 0
420.00 4.65 K -255
430.00 16.8 K 0
440.00 8.22 K 0
450.00 21.6 K 0
460.00 3.14 K 0
470.00 6.15 K 0
480.00 76.2 0
490.00 1.21 K 0
500.00 3.7 K 0
520.00 1.09 K 0
540.00 2.78 K 0
560.00 1.91 K 0
580.00 1.3 K 0