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Jones Lang LaSalle JLL 375.25 -15.08 -3.86%

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ATM IV
0.375
Put Call Ratio (OI)
1.76
Put Call Ratio (Vol)
0.273
IV Rank
44.2
IV Percentile
68.3
Max pain
330

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
-227.1
227.1
View values by strike
JLL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
145.00 38.8 -50.6
150.00 41 -89.9
155.00 0 -38.4
160.00 47 -41
165.00 50.6 -21.8
170.00 107 -46.6
175.00 55.6 -49.6
180.00 0 -47.3
185.00 207 -120
190.00 145 -489
195.00 0 -75.7
200.00 77.1 -103
210.00 192 -438
220.00 200 -312
230.00 741 -540
240.00 682 -905
250.00 1.32 K -2.43 K
260.00 1.53 K -4.63 K
270.00 1.9 K -6.93 K
280.00 8.11 K -90.1 K
290.00 16.2 K -6.11 K
300.00 6.6 K -460 K
310.00 16 K -139 K
320.00 27.4 K -42.1 K
330.00 44.6 K -139 K
340.00 34.2 K -40 K
350.00 716 K -58.1 K
360.00 66.8 K -54 K
370.00 141 K -67.8 K
380.00 55.9 K -2.91 K
390.00 126 K -43.7 K
400.00 53.6 K -3.89 K
410.00 240 K 0
420.00 9.23 K -803
430.00 12.3 K -3.08 K
440.00 525 0
450.00 31.7 K 0
460.00 3.52 K 0
470.00 1.43 K 0
480.00 1.09 K 0
490.00 162 0
500.00 691 0
520.00 6.93 K 0