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MetLife MET 99.75 -3.14 -3.05%

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ATM IV
0.323
Put Call Ratio (OI)
1.51
Put Call Ratio (Vol)
0.51
IV Rank
59
IV Percentile
89
Max pain
95

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.5
64.5
View values by strike
MET · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 9.3 -10.3 K
37.50 0 -2.69 K
40.00 48.2 -15.8 K
42.50 150 -890
45.00 123 -7.7 K
47.50 364 -891
50.00 1.18 K -70.8 K
55.00 12.3 K -27.5 K
57.50 0 -877
60.00 5.09 K -91.2 K
62.50 337 -60.5 K
65.00 7.51 K -96.2 K
67.50 5.04 K -76.7 K
70.00 22.6 K -290 K
72.50 19.1 K -101 K
75.00 238 K -283 K
77.50 272 K -580 K
80.00 209 K -522 K
82.50 137 K -227 K
85.00 122 K -638 K
87.50 102 K -359 K
90.00 371 K -969 K
92.50 450 K -617 K
95.00 1.4 M -723 K
97.50 496 K -342 K
100.00 2.13 M -669 K
105.00 1.92 M -152 K
110.00 1.03 M -13.6 K
115.00 987 K -6.84 K
120.00 110 K -10.2 K
125.00 124 K -33.4 K
130.00 13.1 K -146
135.00 9.26 K 0
140.00 8.83 K 0
145.00 6.76 K 0
150.00 10.3 K 0