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SiteOne Landscape Supply SITE 91.32 0.85 0.94%

SITE Gamma Exposure (GEX)

SITE (SiteOne Landscape Supply): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.441
Put Call Ratio (OI)
1.03
Put Call Ratio (Vol)
0.557
IV Rank
64.6
IV Percentile
76.4
Max Pain
100

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
-128.7
128.7
View values by strike
SITE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 17.4 0
55.00 0 -30.3
60.00 26.9 -32.8
65.00 0 -246
70.00 0 -671
75.00 93 -1.61 K
80.00 1.95 K -3.98 K
85.00 405 -8.7 K
90.00 2.61 K -5.92 K
95.00 7.13 K -7.42 K
100.00 9.49 K -1.84 K
105.00 2.16 K -1.82 K
110.00 3.25 K -1.08 K
115.00 5.39 K -245
120.00 344 -211
125.00 2.7 K -3.15 K
130.00 1.94 K -12.7 K
135.00 272 0
140.00 1.56 K 0
150.00 165 0
155.00 58.3 0
165.00 25.3 0
170.00 86 0
175.00 54.4 0
180.00 25.7 0
185.00 20 0
190.00 70.2 0
195.00 67.3 0
200.00 52.3 0
210.00 48.2 0