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Safety Insurance Group Inc SAFT 103.64 0.13 0.13%

SAFT Gamma Exposure (GEX)

SAFT (Safety Insurance Group Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.163
Put Call Ratio (OI)
1.22
Put Call Ratio (Vol)
0.878
IV Rank
4.43
IV Percentile
9.96
Max Pain
105

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-63.6
63.6
View values by strike
SAFT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -13.5
60.00 0 -24.9
65.00 0 -107
70.00 0 -154
75.00 0 -238
80.00 0 -36.7
95.00 0 -2.39 K
100.00 35.3 K -50.2 K
105.00 116 K -113 K
110.00 4.35 K 0