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OneSpan Inc OSPN 22.18 0.26 1.19%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.543
Put Call Ratio (OI)
0.0472
Put Call Ratio (Vol)
0.121
IV Rank
26.4
IV Percentile
49.4
Max pain
22.5

Gamma exposure (2026-11-11)

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}
9.0
218.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.7
19.7
View values by strike
OSPN · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 12 0
7.50 36.4 0
10.00 107 -5.2
12.50 850 -58.7
15.00 11.5 K -285
17.50 5.56 K -632
20.00 173 K -8.03 K
22.50 30.9 K -10.6 K
25.00 53.3 K -2.85 K
30.00 6.9 K -713
35.00 2.47 K 0