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Ryder System R 270.16 -12.96 -4.58%

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ATM IV
0.314
Put Call Ratio (OI)
0.607
Put Call Ratio (Vol)
0.394
IV Rank
28.4
IV Percentile
32
Max pain
250

Gamma exposure (2026-11-05)

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}
15.0
197.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-159.8
159.8
View values by strike
R · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
140.00 0 -105
145.00 68.6 -59.7
150.00 0 -65.6
155.00 81.5 -36.1
160.00 0 -39.8
165.00 0 -46.4
170.00 0 -130
175.00 138 -1.06 K
180.00 110 -120
185.00 339 0
190.00 140 -68.7
195.00 123 -251
200.00 903 -4.11 K
210.00 7.58 K -3.16 K
220.00 2.72 K -4.47 K
230.00 2.1 K -44.8 K
240.00 11.1 K -40 K
250.00 59.3 K -209 K
260.00 65.1 K -23.6 K
270.00 70 K -30.6 K
280.00 116 K -9.97 K
290.00 73.7 K -3.25 K
300.00 122 K -1.19 K
310.00 18.1 K -2.64 K
320.00 13.2 K 0
330.00 9.95 K 0
340.00 5.16 K 0
350.00 255 0
360.00 261 0
380.00 93.7 0
400.00 178 0
420.00 8.6 K 0