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Saia SAIA 335.17 -26.55 -7.34%

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ATM IV
0.449
Put Call Ratio (OI)
0.417
Put Call Ratio (Vol)
0.418
IV Rank
25.5
IV Percentile
21.9
Max pain
330

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-384.8
384.8
View values by strike
SAIA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
160.00 33.4 0
165.00 34.3 -78.4
190.00 2.43 K 0
200.00 59 -82.6
210.00 0 -493
220.00 131 -1.63 K
230.00 0 -1.6 K
240.00 70.3 -2.93 K
250.00 659 -18.9 K
260.00 261 -6.85 K
270.00 598 -26.9 K
280.00 482 -10.2 K
290.00 505 -86 K
300.00 712 K -93.8 K
310.00 834 K -246 K
320.00 27.5 K -109 K
330.00 72.5 K -15.8 K
340.00 17.3 K -20.4 K
350.00 62.4 K -101 K
360.00 102 K -141 K
370.00 9.27 K -3.17 K
380.00 228 K -4.85 K
390.00 2.59 K -6.96 K
400.00 38.7 K -2.14 K
410.00 62.9 K -439
420.00 3.38 K -5.01 K
430.00 11.3 K -3.63 K
440.00 1.94 K 0
450.00 3.17 K 0
460.00 6.32 K 0
470.00 5.96 K 0
480.00 850 0
490.00 1.62 K 0
500.00 3.29 K 0
520.00 359 0
540.00 84.8 0
560.00 3.37 K 0
600.00 123 0
620.00 56.9 0
640.00 184 0
660.00 68.4 0
680.00 58.7 0
700.00 49.4 0