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Chicago Atlantic Real Estate Finance REFI 10.8 -0.18 -1.64%

REFI Gamma Exposure (GEX)

REFI (Chicago Atlantic Real Estate Finance): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.8
Put Call Ratio (OI)
0.792
Put Call Ratio (Vol)
0.5
IV Rank
10.8
IV Percentile
68.9
Max Pain
12.5

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.7
11.7
View values by strike
REFI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 1.63 K -232
12.50 3.66 K -2.06 K
15.00 30.2 -14