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NexGen Energy Ltd NXE 9.86 0.51 5.45%

NXE Gamma Exposure (GEX)

NXE (NexGen Energy Ltd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.549
Put Call Ratio (OI)
0.644
Put Call Ratio (Vol)
0.675
IV Rank
3.67
IV Percentile
2.79
Max Pain
10

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.2
15.2
View values by strike
NXE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 0.326 0
3.00 142 -222
4.00 0 -1.45
5.00 8.28 K -2.04 K
6.00 137 -35 K
7.00 12.6 K -12.4 K
8.00 2.36 K -36 K
9.00 8.18 K -420 K
10.00 221 K -227 K
11.00 201 K -28.9 K
12.00 87 K -15.8 K
13.00 37.3 K -1.82 K
14.00 9.98 K -302
15.00 201 K -4.29 K
16.00 2.19 K 0
17.00 37.1 K -389
18.00 2.37 K 0
19.00 699 0
20.00 35.6 K 0
25.00 6.65 K -5.01