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The J SJM 133.25 0.82 0.62%

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ATM IV
0.334
Put Call Ratio (OI)
1.22
Put Call Ratio (Vol)
0.82
IV Rank
66.6
IV Percentile
88.7
Max pain
120

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-83.2
83.2
View values by strike
SJM · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 52.1 -2.95 K
55.00 13.7 -4.44 K
60.00 0 -1.37 K
65.00 1.01 K -3.35 K
70.00 5.33 K -1.96 K
75.00 622 -1.77 K
80.00 1.56 K -4.75 K
85.00 899 -17.3 K
90.00 29.3 K -49.5 K
95.00 2.77 K -13.6 K
100.00 3.76 K -42.7 K
105.00 12.8 K -24 K
110.00 56.6 K -28.8 K
115.00 59.8 K -73 K
120.00 354 K -127 K
125.00 454 K -86.3 K
130.00 526 K -647 K
135.00 496 K -660 K
140.00 296 K -37.6 K
145.00 265 K -3.63 K
150.00 53.4 K -2.8 K
155.00 10 K 0
160.00 8.51 K -522
165.00 1.61 K -762
170.00 6.57 K 0
175.00 7.41 K 0
180.00 1.46 K 0
185.00 611 0
190.00 666 0