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Banco Santander S SAN 11.74 -0.27 -2.25%

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ATM IV
0.42
Put Call Ratio (OI)
0.449
Put Call Ratio (Vol)
0.303
IV Rank
42.9
IV Percentile
85.4
Max pain
13

Gamma exposure (2026-11-06)

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}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-93.3
93.3
View values by strike
SAN · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 25.7 0
5.00 273 -118
7.00 29.3 -20.1
8.00 4.63 K -726
9.00 185 -59.1
10.00 18.6 K -22.2 K
11.00 4.15 K -14.7 K
12.00 54.4 K -238 K
13.00 211 K -192 K
14.00 116 K -551
15.00 107 K -17.6 K
16.00 18.3 K -62.2
17.00 35.4 K 0
18.00 4.91 K 0
19.00 9.64 K 0
20.00 16.2 K 0
22.00 5.34 0
25.00 24.3 0
72.50 55.2 0
77.50 38.1 0
80.00 66.2 0