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Sturm RGR 49.93 0.43 0.87%

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ATM IV
0.41
Put Call Ratio (OI)
0.931
Put Call Ratio (Vol)
0.563
IV Rank
21.7
IV Percentile
55.9
Max pain
50

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
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.1
30.1
View values by strike
RGR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 8.18 -28.7
22.50 0 -43.3
25.00 0 -181
27.50 9.37 0
30.00 0 -596
32.50 0 -19.3
35.00 256 -897
37.50 0 -65.2
40.00 1.36 K -6.22 K
42.50 1.85 K -10.2 K
45.00 104 K -22.8 K
47.50 9.7 K -4.08 K
50.00 1.29 M -1.33 M
52.50 3.98 K 0
55.00 91.4 K -116 K
57.50 182 0
60.00 2.45 K -303
65.00 448 0