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NiSource Inc NI 40.52 -0.06 -0.15%

NI Gamma Exposure (GEX)

NI (NiSource Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.196
Put Call Ratio (OI)
0.778
Put Call Ratio (Vol)
0.313
IV Rank
4.86
IV Percentile
8.4
Max Pain
45

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.5
29.5
View values by strike
NI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.50 8.23 0
25.00 186 -92.9
30.00 221 -1.2 K
35.00 1.35 K -6.97 K
40.00 36.8 K -140 K
45.00 60.2 K -45.8 K
50.00 21.4 K -35.4
55.00 7.01 K 0
60.00 148 0