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Immunovant IMVT 30.53 2.14 7.54%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.752
Put Call Ratio (OI)
0.0937
Put Call Ratio (Vol)
0.39
IV Rank
8.64
IV Percentile
59.5
Max pain
30

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
-34.5
34.5
View values by strike
IMVT · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -14.4
13.00 0 -67.5
15.00 125 -496
17.00 19.8 -417
18.00 0 -36.5
20.00 155 -3.43 K
21.00 0 -237
22.00 16.4 -744
23.00 43.7 -386
24.00 0 -1.48 K
25.00 165 -4.69 K
26.00 210 -1.59 K
27.00 1.13 K -25.9 K
28.00 16.2 K -19.3 K
29.00 3.16 K -1.71 K
30.00 750 K -16.8 K
31.00 89 K -8.65 K
32.00 96.3 K -5.45 K
33.00 5.71 K -188
34.00 2.33 K -418
35.00 22.3 K -2.62 K
36.00 47.9 K 0
37.00 2.35 K -1.72 K
38.00 1.53 K -318
39.00 3.1 K -514
40.00 7.33 K -5.04 K
41.00 845 0
42.00 1.12 K -4.56 K
43.00 529 -25.7
44.00 866 -3.03 K
45.00 2.89 K -89.7
46.00 408 0
47.00 13 K -65.4
48.00 36.9 0
49.00 905 0
50.00 27.3 K 0
55.00 5.46 K 0
60.00 7.08 K 0
65.00 479 0