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STELLUS CAPITAL INVESTMENT CORPORATION SCM 7.95 0.05 0.63%

SCM Gamma Exposure (GEX)

SCM (STELLUS CAPITAL INVESTMENT CORPORATION): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.385
Put Call Ratio (OI)
0.0686
Put Call Ratio (Vol)
0.164
IV Rank
9.27
IV Percentile
44.7
Max Pain
7.5

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.1
12.1
View values by strike
SCM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 4.61 -6.74
7.50 443 -1.79 K
10.00 31.5 K -362
12.50 0 -3.12e-8
15.00 0 -7.35e-9