Closed
⌘K
Sign in Sign up

Seabridge Gold SA 30.9 -0.05 -0.16%

SA Gamma Exposure (GEX)

SA (Seabridge Gold): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.612
Put Call Ratio (OI)
0.206
Put Call Ratio (Vol)
0.483
IV Rank
12.8
IV Percentile
7.54
Max Pain
31

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-27.9
27.9
View values by strike
SA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 19.7 0
5.00 477 -23.4
8.00 1.34 K -8.82
10.00 3.33 K -392
13.00 3.79 K -865
15.00 35.5 K -2.7 K
17.00 6.95 K -6.78 K
18.00 582 -995
19.00 10.9 -691
20.00 55.8 K -19.6 K
21.00 1.15 K -1.76 K
22.00 22.8 K -16.9 K
23.00 965 -14.3 K
24.00 1.96 K -22 K
25.00 144 K -52.3 K
26.00 3.03 K -64.6 K
27.00 47.7 K -46.5 K
28.00 11 K -48.9 K
29.00 3.09 K -13.4 K
30.00 380 K -85.9 K
31.00 16.3 K -16.7 K
32.00 50 K -23.7 K
33.00 104 K -14 K
34.00 28.7 K -6.15 K
35.00 445 K -14.7 K
36.00 18.8 K -1.84 K
37.00 21 K -3.31 K
38.00 11.2 K -422
39.00 66.3 K 0
40.00 349 K -3.24 K
41.00 14.2 K 0
42.00 24.3 K -197
45.00 92.2 K -163
47.00 1.83 K 0
50.00 151 K -95.7
55.00 16.9 K -20.3