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SentinelOne S 21.42 -2.07 -8.81%

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ATM IV
0.712
Put Call Ratio (OI)
0.329
Put Call Ratio (Vol)
0.752
IV Rank
54.4
IV Percentile
83
Max pain
22.5

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.5
20.5
View values by strike
S · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 23.8 0
5.00 241 -141
7.00 3.32 -13.2
8.00 422 -2.52 K
9.00 54.7 -28.5
10.00 14.2 K -6.98 K
11.00 89.6 -454
12.00 795 -5.81 K
13.00 14.3 K -23.2 K
14.00 634 -21.6 K
15.00 178 K -41.2 K
16.00 6.46 K -17.6 K
16.50 404 0
17.00 52.6 K -27.4 K
17.50 89.6 0
18.00 86.4 K -36.9 K
18.50 186 -150
19.00 11.9 K -19.9 K
19.50 248 -2.88 K
20.00 232 K -173 K
20.50 550 -38 K
21.00 188 K -91.5 K
21.50 4.33 K -61.1 K
22.00 191 K -764 K
22.50 115 K -12.4 K
23.00 140 K -123 K
23.50 21 K -1.17 K
24.00 62.7 K -67.6 K
24.50 158 K -477
25.00 766 K -45.4 K
25.50 48.2 K -6.73 K
26.00 71.6 K -9.94 K
26.50 36.7 K 0
27.00 146 K -64.6 K
27.50 24.2 K 0
28.00 130 K -2.28 K
28.50 19.3 K 0
29.00 13.9 K 0
29.50 171 0
30.00 344 K -118 K
30.50 76.1 0
31.00 8.94 K 0
32.00 99.6 K -742
33.00 17.9 K 0
35.00 252 K -366
37.00 7.36 K 0
40.00 55.2 K -30.5
42.00 23.1 K 0