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PETROLEO BRASILEIRO S PBR 20.7 -0.1 -0.48%

PBR Gamma Exposure (GEX)

PBR (PETROLEO BRASILEIRO S): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.491
Put Call Ratio (OI)
0.803
Put Call Ratio (Vol)
0.844
IV Rank
18.3
IV Percentile
91.7
Max Pain
19

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.7
17.7
View values by strike
PBR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 21.6 -176
5.00 20.7 -34
8.00 1.12 K -54.5 K
9.00 0 -48.2
10.00 5.72 K -398 K
11.00 384 -1.82 K
12.00 49.7 K -306 K
13.00 31.7 K -385 K
13.50 30.3 0
14.00 922 -100 K
14.50 9.36 0
15.00 592 K -1.51 M
15.50 0 -959
16.00 7.25 K -1.53 M
16.50 123 -1.66 K
17.00 1.3 M -2.76 M
17.50 20.2 K -31.1 K
18.00 547 K -2.59 M
18.50 19 K -72 K
19.00 1.09 M -861 K
19.50 149 K -72 K
20.00 7.1 M -2.9 M
20.50 159 K -136 K
21.00 7.36 M -1.07 M
21.50 255 K -54.6 K
22.00 7.08 M -714 K
22.50 125 K -35 K
23.00 1.06 M -3.31 K
23.50 21.2 K 0
24.00 6.03 M -334
24.50 1.6 K 0
25.00 4.24 M -60.8 K
26.00 399 K 0
27.00 391 K -20.4 K
28.00 40.1 K 0
29.00 4.73 K 0
30.00 451 K -4 K
31.00 383 0
32.00 629 0
33.00 104 0
34.00 56.8 0
35.00 232 K -169
37.00 5.85 K 0