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loanDepot LDI 0.47 -0.01 -1.65%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
3.69
Put Call Ratio (OI)
0.0475
Put Call Ratio (Vol)
0.241
IV Rank
87.8
IV Percentile
99.6
Max pain
0.5

Gamma exposure (2026-11-11)

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}
2.0
436.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-7.0
7.0
View values by strike
LDI · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 1.12 K -42
1.00 1.8 K -33.4
1.50 798 -46.1
2.00 382 -23.1
2.50 544 -97.1
3.00 638 -35.8
3.50 269 -16.8
4.00 260 0
4.50 157 0
5.00 1.85 K -0.414
5.50 244 0
7.50 0 -0.0612