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Marqeta MQ 18.62 0.52 2.87%

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ATM IV
0.641
Put Call Ratio (OI)
0.164
Put Call Ratio (Vol)
1.73
IV Rank
4.75
IV Percentile
76.8
Max pain
16

Gamma exposure (2026-11-02)

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}
18.0
227.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.1
18.1
View values by strike
MQ · Gamma exposure · 2026-11-02. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 0 -1.4
2.50 0 -8.2
3.00 0 -16
3.50 0 -158
4.00 0 -92.4
4.50 0 -1.19 K
5.00 0 -93.1
5.50 0 -98.8
7.00 0 -20.9
9.00 7.83 0
10.00 4.27 -4.94
11.00 0 -6.08
12.00 0 -15.9
13.00 66.9 -40.1
14.00 335 -18.1 K
15.00 16.2 -11.4 K
16.00 12.9 K -4.87 K
17.00 11.9 K -2.73 K
18.00 8.42 K -1.87 K
19.00 15.9 K -478
20.00 5.99 K -776
21.00 46.9 K 0
22.00 22.1 K -568
23.00 7.6 K 0
24.00 0 -110
25.00 718 -95.3
27.00 75.3 0