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PVH Corp PVH 89.95 -2.33 -2.52%

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ATM IV
0.519
Put Call Ratio (OI)
0.596
Put Call Ratio (Vol)
1.13
IV Rank
32.4
IV Percentile
68.3
Max pain
75

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
441.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-75.0
75.0
View values by strike
PVH · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 4.58 K -380
40.00 619 -545
45.00 356 -1.07 K
50.00 289 -16.3 K
55.00 1.24 K -16.5 K
60.00 3.47 K -9.35 K
65.00 3.7 K -24.8 K
70.00 17.6 K -56.7 K
75.00 61.5 K -83.3 K
80.00 72.1 K -52.4 K
85.00 160 K -139 K
90.00 144 K -23.2 K
95.00 118 K -13.7 K
100.00 630 K -4.87 K
105.00 20.7 K -563
110.00 74.3 K -83.4
115.00 10.5 K -83.4
120.00 46 K 0
125.00 14.7 K 0
130.00 35.1 K -164
135.00 2.39 K 0
140.00 917 0
145.00 708 0
150.00 1.34 K 0
155.00 338 0
160.00 131 0
165.00 342 0