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Immunovant IMVT 37.18 0.23 0.62%

IMVT Gamma Exposure (GEX)

IMVT (Immunovant): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.668
Put Call Ratio (OI)
0.121
Put Call Ratio (Vol)
0.646
IV Rank
6.3
IV Percentile
33.5
Max Pain
38

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
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-34.2
34.2
View values by strike
IMVT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 0.285 0
10.00 1.38 -14.8
13.00 3.36 -29.9
15.00 137 -67.1
17.00 36.3 -52.8
19.00 0 -8
20.00 179 -2 K
22.00 22.6 -160
23.00 27.7 -169
24.00 0 -31.1
25.00 79.4 -984
26.00 0 -20.6
27.00 655 -491
28.00 7.86 K -8.36 K
29.00 300 -1.61 K
30.00 395 K -8.98 K
31.00 0 -594
32.00 2.72 K -1.08 K
33.00 813 -28.6
34.00 953 0
35.00 4.05 K -24.7 K
36.00 339 -1.9 K
37.00 2.73 K -1.5 K
38.00 2.71 K -31.6 K
39.00 7.46 K -5.32 K
40.00 9.6 K -5.2 K
41.00 1.95 K -4.51 K
42.00 2.76 K -5.33 K
43.00 891 -172
44.00 1.47 K -3.36 K
45.00 20.5 K -150
46.00 1.32 K 0
47.00 8.36 K 0
48.00 1.55 K 0
49.00 4.91 K -760
50.00 14.6 K -34.8
55.00 3.01 K 0
60.00 3.14 K 0
65.00 754 0