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PBF ENERGY INC PBF 67.27 -1.1 -1.61%

Previous-day view · Fri Nov 6 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
0.727
Put Call Ratio (OI)
0.817
Put Call Ratio (Vol)
0.531
IV Rank
64.9
IV Percentile
63.6
Max pain
77.5

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
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.0
64.0
View values by strike
PBF · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0 -17
8.00 0 -263
13.00 0 -271
15.00 171 -8.18 K
18.00 823 -649
20.00 1.15 K -5.9 K
22.00 7.71 -374
23.00 288 -1.73 K
24.00 0 -486
25.00 1.6 K -634
27.00 181 -666
28.00 589 -1.21 K
30.00 2.88 K -4.13 K
31.00 120 -237
32.00 5.07 K -1.1 K
33.00 46.5 -201
34.00 168 -394
35.00 19.3 K -14.1 K
36.00 96.6 -267
37.00 6.08 K -1.03 K
38.00 64.7 -606
39.00 698 -1.03 K
40.00 25.8 K -16.1 K
41.00 1.95 K -1.45 K
42.00 4.62 K -4.97 K
42.50 0 -3.15 K
43.00 1.5 K -11 K
44.00 508 -397
45.00 32.3 K -12.4 K
46.00 3.13 K -312
47.00 3.1 K -1.16 K
48.00 556 -1.72 K
49.00 3.78 K -1.54 K
50.00 59.2 K -23.1 K
52.50 16.5 K -8.71 K
55.00 41.9 K -35.1 K
57.50 4.98 K -93 K
60.00 110 K -350 K
62.50 8.36 K -117 K
65.00 86.4 K -203 K
67.50 10.6 K -1.2 M
70.00 66.8 K -189 K
72.50 30.1 K -71.1 K
75.00 196 K -89 K
77.50 330 K -843 K
80.00 539 K -61.5 K
82.50 222 K -17.2 K
85.00 266 K -28.9 K
87.50 138 K -18.7 K
90.00 212 K -42.9 K
92.50 39.8 K -888
95.00 129 K -6.97 K
97.50 17.6 K -2.48 K
100.00 89.7 K -3.66 K
105.00 13.6 K -44.5
110.00 70.8 K -41.1
115.00 33 K 0
120.00 22.8 K -341
125.00 8.71 K 0
130.00 21.7 K 0