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Sibanye-Stillwater American Depositary Shares SBSW 11.17 -0.49 -4.2%

SBSW Gamma Exposure (GEX)

SBSW (Sibanye-Stillwater American Depositary Shares): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.545
Put Call Ratio (OI)
0.342
Put Call Ratio (Vol)
0.168
IV Rank
12.9
IV Percentile
5.95
Max Pain
12

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.7
23.7
View values by strike
SBSW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 0.781 0
1.50 0.361 0
2.00 8.87 0
2.50 22.5 0
3.00 147 -2.53
3.50 78.9 0
4.00 830 -791
4.50 258 -43.9
5.00 7.8 K -6.72 K
5.50 666 -934
6.00 50.5 -297
7.00 28.8 K -25.6 K
8.00 1.95 K -34.1 K
9.00 13.6 K -26.8 K
10.00 243 K -204 K
11.00 114 K -249 K
12.00 451 K -134 K
13.00 144 K -37.7 K
14.00 190 K -7.74 K
15.00 202 K -24 K
16.00 21.3 K -96.1
17.00 50.6 K -458
18.00 10.7 K 0
19.00 488 0
20.00 117 K -1.28 K
21.00 2.31 K 0
22.00 2.19 K 0
23.00 173 0
24.00 152 0
25.00 21.5 K -32.3
30.00 11.8 K 0
35.00 16.2 K 0