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International Flavors & Fragrances Inc IFF 86.36 -1.31 -1.49%

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ATM IV
0.283
Put Call Ratio (OI)
0.663
Put Call Ratio (Vol)
1.48
IV Rank
5.89
IV Percentile
22.3
Max pain
85

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
407.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.1
51.1
View values by strike
IFF · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 47.2 -220
40.00 10.7 -78.1
42.50 18.7 -80.2
45.00 365 -5.77 K
47.50 0 -5.22 K
50.00 122 -1.31 K
55.00 655 -11.6 K
57.50 59.8 -1.09 K
60.00 1.39 K -16.8 K
62.50 0 -1.81 K
65.00 1.96 K -11.4 K
67.50 2.21 K -3.27 K
70.00 3.36 K -9.63 K
72.50 484 -8.77 K
75.00 11 K -28.5 K
77.50 13.6 K -58.1 K
80.00 47.4 K -87.1 K
82.50 85.6 K -95.4 K
85.00 101 K -151 K
87.50 605 K -48 K
90.00 285 K -62.6 K
92.50 185 K -5.49 K
95.00 288 K -2.34 K
97.50 72.7 K -791
100.00 89.8 K -15.4 K
105.00 12.4 K -6.29 K
110.00 6.91 K -114
115.00 3.29 K -106
120.00 464 0
125.00 155 0
130.00 59.7 0