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Jefferies Financial Group Inc JEF 47.85 -0.05 -0.1%

JEF Gamma Exposure (GEX)

JEF (Jefferies Financial Group Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.482
Put Call Ratio (OI)
2.02
Put Call Ratio (Vol)
2.39
IV Rank
41.6
IV Percentile
76.8
Max Pain
52.5

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.2
72.2
View values by strike
JEF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 85.2 -2.63 K
22.50 22.8 -842
25.00 387 -2.24 K
27.50 189 -22.7 K
30.00 1.32 K -11.9 K
32.50 660 -16.4 K
35.00 4.38 K -27.7 K
37.50 706 -21.9 K
40.00 14.6 K -38.4 K
42.50 13.4 K -105 K
45.00 3.94 K -64.2 K
47.50 8.98 K -228 K
50.00 31 K -55.4 K
52.50 14.4 K -95.5 K
55.00 93.1 K -252 K
57.50 27.4 K -222 K
60.00 25.8 K -8.1 K
62.50 25.8 K -4.3 K
65.00 37.1 K -6.24 K
67.50 43.8 K -91.3
70.00 35.9 K -709
72.50 14.6 K -42.4
75.00 8.29 K -512
77.50 6.22 K 0
80.00 3.4 K -369
82.50 281 0
85.00 1.24 K 0
87.50 19.3 0
90.00 5.13 K -9.32
95.00 3.17 K 0
100.00 863 0
105.00 11.5 0
115.00 159 0
120.00 568 0