Closed
⌘K
Sign in Sign up

KENON HOLDINGS LTD KEN 66.09 0.71 1.09%

KEN Gamma Exposure (GEX)

KEN (KENON HOLDINGS LTD): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.466
Put Call Ratio (OI)
0.653
Put Call Ratio (Vol)
0.912
IV Rank
4.08
IV Percentile
79.4
Max Pain
75

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
-68.9
68.9
View values by strike
KEN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 18.8 -327
50.00 34.9 -656
55.00 73.4 -753
60.00 490 -1.26 K
65.00 843 -11.2 K
70.00 9.03 K -5.18 K
75.00 13.9 K -4.78 K
80.00 3.15 K -3.17 K
85.00 1.16 K -66.6
90.00 1.61 K -146
95.00 1.48 K -163
100.00 1.42 K -1.55 K
115.00 24.1 0
120.00 21.1 0
125.00 18.9 0