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Q2 Holdings Inc QTWO 67.08 1.8 2.76%

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ATM IV
0.427
Put Call Ratio (OI)
0.242
Put Call Ratio (Vol)
0.352
IV Rank
22.5
IV Percentile
11.4
Max Pain
60

Gamma exposure (2026-10-30)

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}
21.0
413.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.6
44.6
View values by strike
QTWO · Gamma exposure · 2026-10-30. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.50 0 -36.8
25.00 0 -192
30.00 0 -163
35.00 -9.62e-8 -188
40.00 0 -138
45.00 51.1 -626
50.00 4.46 K -916
55.00 1.57 K -1.79 K
60.00 175 -1.54 K
65.00 13.8 K -11.8 K
70.00 35.2 K -865
75.00 26.9 K -2.85 K
80.00 4.51 K 0
85.00 1.38 K 0
90.00 5.84 K 0
100.00 546 0