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J&J Snack Foods Corp JJSF 78.04 0.07 0.09%

JJSF Gamma Exposure (GEX)

JJSF (J&J Snack Foods Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.286
Put Call Ratio (OI)
1.34
Put Call Ratio (Vol)
2.54
IV Rank
20.7
IV Percentile
8.91
Max Pain
80

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-57.0
57.0
View values by strike
JJSF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -645
45.00 0 -19.9
50.00 0 -149
55.00 0 -79.9
60.00 0 -1.75 K
65.00 0 -1.38 K
70.00 548 -3.15 K
75.00 1.43 K -1.62 K
80.00 2.54 K -2.11 K
85.00 1.51 K 0
90.00 5.17 K 0
95.00 855 0
100.00 722 0
110.00 93.9 0