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JELD-WEN Holding JELD 1.73 -0.03 -1.74%

JELD Gamma Exposure (GEX)

JELD (JELD-WEN Holding): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.87
Put Call Ratio (OI)
0.703
Put Call Ratio (Vol)
0.541
IV Rank
39.6
IV Percentile
51.6
Max Pain
1.5

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
-5.8
5.8
View values by strike
JELD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 13 -17.8
1.00 321 -588
1.50 4.34 K -1.73 K
2.00 326 -2.44 K
2.50 4.5 K -1.58 K
5.00 1.35 K -199
7.50 417 0