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Marsh MRSH 210.38 6.75 3.31%

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ATM IV
0.232
Put Call Ratio (OI)
0.937
Put Call Ratio (Vol)
2.54
IV Rank
23
IV Percentile
15.4
Max pain
200

Gamma exposure (2026-11-04)

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}
16.0
443.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-130.4
130.4
View values by strike
MRSH · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
80.00 0 -124
85.00 0 -54.6
90.00 19.5 -147
95.00 116 -49.7
100.00 217 -110
105.00 145 -277
110.00 66.5 -95.8
115.00 273 -54.5
120.00 103 -1.1 K
125.00 0 -1.99 K
130.00 901 -4.08 K
135.00 2.61 K -3.95 K
140.00 4.45 K -3.31 K
145.00 4.68 K -11.7 K
150.00 4.69 K -31.8 K
155.00 5.81 K -14.7 K
160.00 3.68 K -19.8 K
165.00 3.87 K -45.1 K
170.00 56.5 K -60.5 K
175.00 27.3 K -71.7 K
180.00 51.5 K -393 K
185.00 156 K -207 K
190.00 216 K -369 K
195.00 257 K -437 K
200.00 1.06 M -1.18 M
210.00 856 K -35.9 K
220.00 2.2 M -2.64 K
230.00 96.3 K 0
240.00 40.4 K -40.1 K
250.00 27.6 K 0
260.00 4.01 K 0
270.00 129 0
280.00 322 0
290.00 636 0