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POST HOLDINGS POST 75.26 -1.31 -1.71%

POST Gamma Exposure (GEX)

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

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ATM IV
0.362
Put Call Ratio (OI)
1.79
Put Call Ratio (Vol)
4.58
IV Rank
32.3
IV Percentile
81.2
Max Pain
80

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
-89.7
89.7
View values by strike
POST · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 351 -273
50.00 64 -304
55.00 0 -182
60.00 0 -858
65.00 213 -1.14 K
70.00 246 -2.85 K
75.00 2.33 K -6.56 K
80.00 26.4 K -10.6 K
85.00 3 K -64.1 K
90.00 1.21 K -2.83 K
95.00 1.94 K 0
100.00 7.2 K 0
105.00 5.68 K -26.6 K
110.00 729 0
115.00 274 0
120.00 155 0
125.00 213 0
130.00 110 0
135.00 209 0
140.00 43.1 0
145.00 20.1 0
150.00 113 0
160.00 18.4 0
165.00 35 0