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National CineMedia NCMI 2.24 0.07 3.23%

NCMI Gamma Exposure (GEX)

NCMI (National CineMedia): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.27
Put Call Ratio (OI)
0.175
Put Call Ratio (Vol)
1.21
IV Rank
18.5
IV Percentile
46.6
Max Pain
2.5

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.3
5.3
View values by strike
NCMI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 788 -393
5.00 283 -1.56
7.50 22.8 0