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COMPANHIA DE SANEAMENTO B SICO SBS 5.44 0.13 2.45%

SBS Gamma Exposure (GEX)

SBS (COMPANHIA DE SANEAMENTO B SICO): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.829
Put Call Ratio (OI)
0.144
Put Call Ratio (Vol)
0.69
IV Rank
15.4
IV Percentile
70.9
Max Pain
4.5

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-34.6
34.6
View values by strike
SBS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 14.5 0
3.50 4.02 0
4.00 10.2 0
4.50 295 -12.9
5.00 3.83 K -74.4
6.00 1.35 K -64.5
7.00 134 -34.2
7.50 77.3 0
8.00 0 -39.2
10.00 2.62 0
30.00 5.1 0
35.00 1.13 0
40.00 2.14 0