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Reynolds Consumer Products Inc REYN 22.09 -0.03 -0.14%

REYN Gamma Exposure (GEX)

REYN (Reynolds Consumer Products Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.266
Put Call Ratio (OI)
0.3
Put Call Ratio (Vol)
0.425
IV Rank
11.3
IV Percentile
20.9
Max Pain
22.5

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
-12.9
12.9
View values by strike
REYN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 7.44 0
17.50 62 -122
20.00 318 -1.69 K
22.50 1.16 K -4.39 K
25.00 6.03 K 0
30.00 360 0