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MaxLinear MXL 44.31 -12.54 -22.06%

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ATM IV
1.17
Put Call Ratio (OI)
0.778
Put Call Ratio (Vol)
0.655
IV Rank
51.1
IV Percentile
78
Max pain
70

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
-140.5
140.5
View values by strike
MXL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
14.00 3.33 -202
15.00 10.5 -364
16.00 2.86 -163
17.00 34.3 -6.15
18.00 4.74 0
19.00 0 -190
20.00 417 -288
21.00 311 -365
22.00 996 -268
23.00 0 -162
24.00 12 -163
25.00 319 -806
26.00 232 -368
27.00 145 -547
28.00 213 -1.12 K
29.00 156 -19.7
30.00 5.28 K -7.15 K
31.00 3.42 K -426
32.00 1.85 K -103
33.00 638 -1.03 K
34.00 58.8 -2.29 K
35.00 2.46 K -11.7 K
36.00 0 -1.03 K
37.00 304 -280
38.00 0 -14.9 K
39.00 1.21 K -832
40.00 29.6 K -48.1 K
41.00 118 -1.15 K
42.00 1.21 K -878
43.00 42.1 -1.54 K
44.00 126 -984
45.00 11.4 K -61.1 K
46.00 265 -4.89 K
47.00 25.8 K -2.47 K
50.00 19.6 K -93.5 K
55.00 11.2 K -134 K
60.00 17.1 K -147 K
65.00 44.2 K -177 K
70.00 57 K -102 K
75.00 40.5 K -81.8 K
80.00 51.4 K -15.1 K
85.00 24.9 K -3.76 K
90.00 45.3 K -33.2 K
95.00 52.2 K -5.07 K
100.00 34.5 K -4.63 K
105.00 17.2 K -4.71 K
110.00 21.9 K -2.21 K
115.00 19.6 K -767
120.00 9.69 K -208
125.00 12.3 K -2.61 K
130.00 9.09 K -1.68 K
135.00 5.07 K 0
140.00 2.98 K -372
145.00 3.19 K -488
150.00 32.3 K -680
155.00 1.69 K -84.5
160.00 3.69 K 0
165.00 1.81 K 0
170.00 1.71 K -39.8
175.00 457 0
180.00 3.16 K 0
185.00 8.8 K -52.7