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NetEase NTES 129.45 2.89 2.28%

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ATM IV
0.402
Put Call Ratio (OI)
0.998
Put Call Ratio (Vol)
0.381
IV Rank
36.7
IV Percentile
67.9
Max pain
125

Gamma exposure (2026-11-06)

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}
14.0
441.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-101.0
101.0
View values by strike
NTES · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 20.2 -110
45.00 0 -73.4
50.00 53.1 -49.2
55.00 84.2 -169
60.00 175 -360
65.00 97.6 -863
70.00 781 -3.01 K
75.00 228 -1.57 K
80.00 84.8 -5.2 K
85.00 2.13 K -12 K
90.00 12.5 K -12.2 K
95.00 1.53 K -57.8 K
100.00 8.27 K -80.1 K
105.00 954 -41 K
110.00 11.8 K -63.3 K
115.00 27.3 K -207 K
120.00 54.6 K -97.4 K
125.00 256 K -180 K
130.00 205 K -44.2 K
135.00 250 K -36.1 K
140.00 99.3 K -3.12 K
145.00 65.3 K -4.2 K
150.00 65.7 K -2.57 K
155.00 43.4 K -721
160.00 21.5 K -325
165.00 11 K 0
170.00 7.31 K -560
175.00 40 K 0
180.00 12 K 0
185.00 2.85 K 0
190.00 1.21 K 0
195.00 3.05 K 0
200.00 13.2 K 0
210.00 3.51 K 0
220.00 337 0
230.00 1.98 K 0