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Shoe Carnival Inc SCVL 0.0 0.0 0.0%

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ATM IV
1.58
Put Call Ratio (OI)
8.8
Put Call Ratio (Vol)
19.4
IV Rank
49.4
IV Percentile
94.7
Max pain
20

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}
42.0
42.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.6
17.6
View values by strike
SCVL · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -593
12.50 0 -1.64 K
15.00 0 -2.24 K
17.50 24.8 K -128
20.00 2.58 K -200 K
22.50 131 0
25.00 287 0
30.00 113 0