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Sabre Corporation SABR 1.77 -0.03 -1.67%

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
0.903
Put Call Ratio (OI)
0.225
Put Call Ratio (Vol)
0.634
IV Rank
8.07
IV Percentile
24.4
Max pain
1

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
437.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.2
5.2
View values by strike
SABR · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 20.7 0
1.00 240 -268
1.50 32.6 K -2.02 K
2.00 24.6 K -29.6 K
2.50 6.57 K -674
3.00 3.02 K -320
3.50 2.09 K 0
4.00 1.7 K 0
4.50 2.16 K 0
5.00 7.24 K -24.7
5.50 464 0
7.00 45.2 0