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Royal Bank of Canada RY 202.42 -1.75 -0.86%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.224
Put Call Ratio (OI)
0.588
Put Call Ratio (Vol)
1.19
IV Rank
38
IV Percentile
90.3
Max pain
195

Gamma exposure (2026-11-10)

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}
10.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-142.8
142.8
View values by strike
RY · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -4.6 K
75.00 0 -2.87 K
85.00 0 -87.4
90.00 56.1 -261
95.00 0 -185
100.00 142 -5.79 K
105.00 0 -846
110.00 90.9 -1.31 K
115.00 52.8 -2.56 K
120.00 1.73 K -1.68 K
125.00 19.1 K -994
130.00 3.94 K -2.1 K
135.00 6.52 K -4.88 K
140.00 15.3 K -2.61 K
145.00 10.2 K -10.6 K
150.00 24.4 K -15 K
155.00 5.97 K -8.66 K
160.00 14.6 K -16 K
165.00 26.3 K -35.3 K
170.00 121 K -58.4 K
175.00 66.6 K -280 K
180.00 73.9 K -152 K
185.00 46.6 K -125 K
190.00 533 K -652 K
195.00 264 K -711 K
200.00 1.34 M -1.51 M
210.00 2.27 M -1.1 M
220.00 3.34 M -470 K
230.00 802 K -93.4 K
240.00 286 K -722
250.00 83.8 K -321
260.00 7.09 K 0
270.00 3.85 K 0
280.00 376 0
290.00 2.09 K 0
300.00 135 0