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Gartner IT 198.07 -9.12 -4.4%

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ATM IV
0.487
Put Call Ratio (OI)
0.663
Put Call Ratio (Vol)
1.38
IV Rank
25.4
IV Percentile
29.6
Max pain
200

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
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-304.2
304.2
View values by strike
IT · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
65.00 0 -38.8
70.00 55.8 0
75.00 58.5 -202
80.00 55.7 -377
85.00 37.7 -557
90.00 26.1 -351
95.00 89.6 -2.14 K
100.00 181 -4.83 K
105.00 226 -1.79 K
110.00 269 -6.94 K
115.00 164 -17.3 K
120.00 650 -6.7 K
125.00 928 -5.9 K
130.00 601 -12.2 K
135.00 1.83 K -27.5 K
140.00 2.12 K -23.7 K
145.00 11.2 K -29.2 K
150.00 6.48 K -58.2 K
155.00 3.46 K -49.6 K
160.00 6.28 K -102 K
165.00 6.97 K -28.2 K
170.00 50.6 K -16.1 K
175.00 135 K -25.1 K
180.00 109 K -57.6 K
185.00 101 K -25.4 K
190.00 143 K -144 K
195.00 174 K -110 K
200.00 295 K -192 K
210.00 369 K -103 K
220.00 322 K -68.1 K
230.00 239 K -174 K
240.00 186 K -1.02 K
250.00 47.1 K -9.32 K
260.00 31.4 K 0
270.00 4.53 K 0
280.00 24 K 0
290.00 8.55 K 0
300.00 20.1 K 0
310.00 19.9 K 0
320.00 14 K 0
330.00 2.42 K 0
340.00 2.72 K 0
350.00 809 0
360.00 208 0
380.00 1.89 K 0
390.00 397 0
400.00 3.25 K 0
490.00 459 0
500.00 965 0