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Immutep Limited American Depositary Shares IMMP 0.29 0.0 0.8%

IMMP Gamma Exposure (GEX)

IMMP (Immutep Limited American Depositary Shares): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
6.65
Put Call Ratio (OI)
0.0267
Put Call Ratio (Vol)
0.412
IV Rank
34.2
IV Percentile
90.4
Max Pain
0.5

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}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-7.2
7.2
View values by strike
IMMP · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 21.6 -0.999
1.00 90.3 0
1.50 11.1 -0.693
2.00 0.122 -0.997
2.50 29.4 -0.0689
5.00 26.6 -0.092
7.50 15.6 0