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Piper Sandler Companies PIPR 65.92 -1.22 -1.82%

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ATM IV
0.458
Put Call Ratio (OI)
1.51
Put Call Ratio (Vol)
0.883
IV Rank
19.6
IV Percentile
68.3
Max pain
65

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
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.3
64.3
View values by strike
PIPR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -98
45.00 79.1 -548
50.00 52.3 -493
55.00 462 -2.66 K
60.00 3.96 K -6.67 K
65.00 15.6 K -33.2 K
70.00 8.84 K -1.75 K
75.00 2.21 K -20.9 K
80.00 4.92 K 0
85.00 435 0
90.00 704 0
95.00 571 0
100.00 1.81 K 0
105.00 273 0
115.00 44.2 0
120.00 40.1 0
125.00 55.3 0