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Macy's Inc M 24.19 -1.51 -5.88%

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ATM IV
0.53
Put Call Ratio (OI)
1.46
Put Call Ratio (Vol)
1.03
IV Rank
44.3
IV Percentile
66.3
Max pain
24

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.2
21.2
View values by strike
M · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 6.2 -14.6
5.00 106 -921
8.00 697 -4.74 K
9.00 2.73 -51.3
10.00 491 -16.5 K
11.00 0 -1.21 K
12.00 2.32 K -4.73 K
13.00 14.1 K -2.26 K
14.00 0 -1.43 K
15.00 18.5 K -28.5 K
16.00 153 -706
17.00 21.5 K -37.6 K
17.50 743 -147
18.00 5.26 K -13.5 K
18.50 1.65 K -976
19.00 3.55 K -26.9 K
19.50 70.3 -1.38 K
20.00 72.9 K -164 K
20.50 161 -3.7 K
21.00 21.4 K -111 K
21.50 836 -12.8 K
22.00 243 K -169 K
22.50 13.1 K -173 K
23.00 639 K -137 K
23.50 124 K -104 K
24.00 424 K -382 K
24.50 137 K -124 K
25.00 774 K -3.23 M
25.50 61.4 K -7.84 K
26.00 258 K -50.3 K
26.50 97.2 K -391
27.00 262 K -26.6 K
27.50 9.38 K 0
28.00 114 K -3.83 K
28.50 1.49 K 0
29.00 39.9 K -2.07 K
30.00 177 K -3.71 K
31.00 10.6 K 0
32.00 18.1 K 0
33.00 4.31 K 0
34.00 3.57 K -113
35.00 33.7 K -249