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LADDER CAPITAL CORP LADR 9.45 0.02 0.21%

LADR Gamma Exposure (GEX)

LADR (LADDER CAPITAL CORP): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.338
Put Call Ratio (OI)
0.217
Put Call Ratio (Vol)
1.68
IV Rank
3.31
IV Percentile
50.6
Max Pain
15

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
-10.6
10.6
View values by strike
LADR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 1.19 0
7.50 430 -2.15 K
10.00 58.3 K -3.34 K
12.50 866 -37.3
15.00 0 -267