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Simulations Plus SLP 18.43 -0.01 -0.05%

SLP Gamma Exposure (GEX)

SLP (Simulations Plus): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.946
Put Call Ratio (OI)
0.0841
Put Call Ratio (Vol)
0.345
IV Rank
10.6
IV Percentile
79.8
Max Pain
17.5

Gamma exposure (2026-09-18)

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}
0.0
182.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.6
21.6
View values by strike
SLP · Gamma exposure · 2026-09-18. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 2.65 0
7.50 0.749 0
10.00 0 -14.7
12.50 24.8 -23.5
15.00 0 -755
17.50 1.76 K -11.7 K
20.00 24.4 K -304
22.50 469 0
25.00 87 0