Pre-market
⌘K
Sign in Sign up

Sabre Corporation SABR 2.32 0.06 2.7%

SABR Gamma Exposure (GEX)

SABR (Sabre Corporation): 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
0.738
Put Call Ratio (OI)
0.21
Put Call Ratio (Vol)
0.262
IV Rank
4.22
IV Percentile
5.6
Max Pain
2

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.7
4.7
View values by strike
SABR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 13.7 0
1.00 45.8 -176
1.50 26.4 K -1.34 K
2.00 23.2 K -26.3 K
2.50 13 K -1.04 K
3.00 5.65 K -718
3.50 4.58 K -58.5
4.00 3.13 K -41.1
4.50 3.76 K -81.4
5.00 10.4 K -49.9
5.50 769 -1.7
7.00 237 0