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Information Services Group III 5.92 -0.04 -0.67%

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ATM IV
1.26
Put Call Ratio (OI)
0.281
Put Call Ratio (Vol)
0.135
IV Rank
25.9
IV Percentile
72.7
Max pain
5

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
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-3.8
3.8
View values by strike
III · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0 -1.19 K
7.50 4.72 K -18.2