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Icahn Enterprises L IEP 5.13 -0.21 -3.93%

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ATM IV
1.07
Put Call Ratio (OI)
0.285
Put Call Ratio (Vol)
0.468
IV Rank
48.1
IV Percentile
97.2
Max pain
5

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
-24.8
24.8
View values by strike
IEP · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.477 0
2.50 25.4 -46.3
3.00 8.2 -579
4.00 8.07 K -2.62 K
5.00 63 K -18.3 K
6.00 43.1 K -13 K
7.00 25.4 K -5.93 K
7.50 61.8 K -63.2 K
8.00 10.5 K -53.7
9.00 18.5 K -17.1
10.00 34.1 K -250
11.00 1.11 K 0
12.00 776 -1.66e-9
12.50 12.9 K -2.68 K
13.00 668 -193
14.00 22.5 K -135
15.00 27.9 K -248
17.50 4.07 K -78.1
20.00 2.35 K -41.2
22.50 308 -28.5
25.00 205 -8.92
27.50 659 -4.47
30.00 1.25 K -36.4