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PagerDuty PD 14.46 0.46 3.29%

PD Gamma Exposure (GEX)

PD (PagerDuty): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.524
Put Call Ratio (OI)
0.749
Put Call Ratio (Vol)
2.7
IV Rank
4.58
IV Percentile
18.8
Max Pain
15

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
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.9
11.9
View values by strike
PD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0 -1.24 K
5.00 376 -2.16 K
7.50 3.6 K -2.38 K
10.00 1.73 K -5.01 K
12.50 35.5 K -5.89 K
15.00 18.1 K -18.6 K
17.50 6.51 K -4.75 K
20.00 8.01 K -177
22.50 5.76 K 0
25.00 1.31 K 0