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NovoCure Limited Ordinary Shares NVCR 16.53 -0.16 -0.96%

NVCR Gamma Exposure (GEX)

NVCR (NovoCure Limited Ordinary Shares): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.498
Put Call Ratio (OI)
0.0687
Put Call Ratio (Vol)
0.852
IV Rank
0
IV Percentile
0
Max Pain
15

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
-30.5
30.5
View values by strike
NVCR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 15.2 0
5.00 67.7 0
8.00 141 -108
10.00 8.09 -981
11.00 59.4 0
12.00 228 -66.5
13.00 5.9 K -1.18 K
14.00 208 -2.49 K
15.00 28.7 K -9.77 K
16.00 4.46 K -1.07 K
17.00 993 -1.1 K
18.00 23.2 K -686
19.00 19.1 K -105
20.00 37.6 K -465
21.00 5.16 K 0
22.00 35.8 -214
23.00 23.5 K -154
24.00 8.89 K 0
25.00 15.2 K -38.4
28.00 20.8 K 0
30.00 14.9 K 0
32.00 99.1 0
35.00 224 0
37.00 1.2 K 0
40.00 359 0
42.00 174 0
45.00 227 0
47.00 208 0