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Shell plc American Depositary Shares SHEL 100.12 -1.74 -1.71%

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ATM IV
0.264
Put Call Ratio (OI)
0.692
Put Call Ratio (Vol)
0.807
IV Rank
33.7
IV Percentile
66.4
Max pain
103

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-68.0
68.0
View values by strike
SHEL · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
37.50 33 -3.02 K
40.00 0 -396
42.50 0 -3.52 K
45.00 14.5 -4.4 K
47.50 340 -2.57 K
50.00 3.19 K -12.5 K
52.50 0 -1.43 K
55.00 1.59 K -6.81 K
57.50 182 -3.55 K
60.00 4.37 K -41.7 K
62.50 110 K -23 K
65.00 198 K -48.7 K
67.50 213 K -45.2 K
70.00 382 K -165 K
72.50 114 K -46 K
75.00 194 K -177 K
77.50 179 K -219 K
80.00 652 K -245 K
82.50 268 K -411 K
83.00 221 -97.4
84.00 0 -1.76 K
85.00 975 K -730 K
87.50 324 K -640 K
88.00 1.54 K -313
89.00 376 0
90.00 996 K -1.34 M
91.00 234 0
92.00 528 -718
92.50 660 K -1.61 M
93.00 28.1 K -885
94.00 31.3 K -175 K
95.00 1.99 M -1.51 M
96.00 4.38 K -111 K
97.00 6.76 K -53 K
97.50 1.13 M -973 K
98.00 4.66 K -34.4 K
99.00 53.1 K -181 K
100.00 4.43 M -2.6 M
101.00 32.2 K -190 K
102.00 66.6 K -411 K
103.00 215 K -130 K
104.00 101 K -67.2 K
105.00 2.83 M -1.12 M
106.00 136 K -320 K
107.00 462 K -30 K
108.00 109 K -45.4 K
109.00 75.7 K -68.8 K
110.00 1.99 M -115 K
111.00 141 K 0
112.00 51.5 K 0
113.00 22.4 K 0
114.00 37.7 K 0
115.00 1.41 M -10.2 K
116.00 97.3 K 0
117.00 6.2 K 0
118.00 4.94 K 0
119.00 205 0
120.00 475 K -9.53 K
125.00 321 K -253
130.00 223 K -161
135.00 63.8 K 0
140.00 227 K -2.54 K
145.00 2.8 K 0
150.00 1.17 K 0
155.00 483 0
160.00 239 0