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Lamb Weston Holdings LW 47.29 0.62 1.33%

LW Gamma Exposure (GEX)

LW (Lamb Weston Holdings): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.506
Put Call Ratio (OI)
1.24
Put Call Ratio (Vol)
19.3
IV Rank
59.2
IV Percentile
84.8
Max Pain
50

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.7
72.7
View values by strike
LW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -21.3
22.50 574 -890
25.00 689 -10.3 K
27.50 981 -1.36 K
30.00 5.97 K -8.49 K
32.50 1.2 K -3.84 K
35.00 3.14 K -38.4 K
37.50 8.98 K -516 K
40.00 24.2 K -122 K
42.50 40 K -158 K
45.00 75.6 K -246 K
47.50 96.8 K -75.9 K
50.00 326 K -136 K
52.50 258 K -75.3 K
55.00 223 K -36 K
57.50 61.3 K -28.9 K
60.00 124 K -8.35 K
62.50 6.25 K -4.27 K
65.00 160 K -2.55 K
67.50 1.95 K -721
70.00 14.2 K -1.26 K
72.50 323 0
75.00 1.7 K -38
77.50 566 0
80.00 3.17 K 0
82.50 906 0
85.00 895 0
87.50 94.7 0
90.00 2.4 K 0
95.00 236 0
100.00 1.21 K 0
105.00 112 0
120.00 438 0