Pre-market
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UiPath PATH 13.01 -0.5 -3.7%

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ATM IV
0.735
Put Call Ratio (OI)
0.503
Put Call Ratio (Vol)
0.347
IV Rank
34
IV Percentile
61.8
Max pain
13.5

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.1
24.1
View values by strike
PATH · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 1.22 K -224
4.00 9.38 -27.8
5.00 7.82 K -4.72 K
6.00 507 -431
7.00 2.58 K -1.67 K
8.00 22.4 K -180 K
8.50 96.9 0
9.00 3.17 K -28.5 K
9.50 149 -108
10.00 152 K -357 K
10.50 106 -11.2 K
11.00 37.3 K -69.2 K
11.50 1.26 K -14.1 K
12.00 363 K -439 K
12.50 4.13 K -120 K
13.00 148 K -406 K
13.50 225 K -19.7 K
14.00 414 K -167 K
14.50 174 K -2.3 K
15.00 858 K -323 K
15.50 18.3 K -389
16.00 157 K -11.2 K
16.50 2.76 K 0
17.00 341 K -53.7 K
17.50 1.02 K 0
18.00 137 K -9.67 K
18.50 76 0
19.00 54.9 K -5.46 K
20.00 247 K -12.1 K
21.00 10.4 K 0
22.00 99 K -30.1 K
23.00 31.6 K -12.8
24.00 5.98 K 0
25.00 132 K -3.34 K
26.00 2.06 K 0
27.00 18.3 K -88.5
30.00 97.2 K -196
32.00 9.29 K 0
35.00 10.7 K 0
37.00 30.2 K 0