Pre-market
⌘K
Sign in Sign up

Macy's Inc M 22.23 0.29 1.31%

M Gamma Exposure (GEX)

M (Macy's Inc): 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
0.376
Put Call Ratio (OI)
0.775
Put Call Ratio (Vol)
0.256
IV Rank
18.5
IV Percentile
1.6
Max Pain
21.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.2
19.2
View values by strike
M · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 3.25 -15.3
5.00 123 -965
8.00 752 -5.26 K
9.00 0 -57.1
10.00 431 -19.5 K
11.00 0 -1.39 K
12.00 3.2 K -5.74 K
13.00 16.7 K -2.6 K
14.00 0 -1.27 K
15.00 22.5 K -36.3 K
16.00 230 -1.11 K
17.00 25.8 K -61.6 K
17.50 89.1 -245
18.00 5.56 K -13.3 K
18.50 0 -789
19.00 13.8 K -72.4 K
19.50 467 -4.6 K
20.00 86.3 K -232 K
20.50 632 -18.7 K
21.00 40.9 K -177 K
21.50 116 K -84.9 K
22.00 496 K -272 K
22.50 101 K -46.4 K
23.00 628 K -93.4 K
23.50 28.7 K -2.48 K
24.00 222 K -85.2 K
24.50 20.4 K -736
25.00 261 K -57.4 K
25.50 8.13 K -985
26.00 95 K -10.5 K
26.50 3.57 K -29.9
27.00 114 K -15.8 K
27.50 1.42 K 0
28.00 28 K -2.76 K
29.00 18.7 K -407
29.50 0 -17.2
30.00 106 K -2.49 K
30.50 303 0
31.00 6.04 K -16
32.00 10 K 0
33.00 2.65 K 0
34.00 2.34 K -26
35.00 20.1 K -194