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PPL Corporation PPL 35.72 0.01 0.03%

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ATM IV
0.193
Put Call Ratio (OI)
1.7
Put Call Ratio (Vol)
1.96
IV Rank
4.81
IV Percentile
29.3
Max pain
33

Gamma exposure (2026-11-04)

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}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.3
19.3
View values by strike
PPL · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 359 -7.36 K
23.00 614 -15.8 K
25.00 794 -18.6 K
27.00 0 -68.6
28.00 3.49 K -33.7 K
29.00 66 -709
30.00 15.1 K -542 K
31.00 0 -4.12 K
32.00 13.6 K -12.1 K
33.00 224 K -39.4 K
34.00 22.2 K -34.4 K
35.00 173 K -128 K
36.00 187 K -233 K
37.00 446 K -33.1 K
38.00 46.3 K 0
39.00 11.7 K 0
40.00 72.6 K 0
41.00 1.5 K 0
42.00 134 K 0
43.00 1.48 K 0
44.00 2.97 K 0
45.00 20 K 0
47.00 6.09 K 0
50.00 949 0
55.00 264 0