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SELLAS Life Sciences Group SLS 11.38 -0.11 -0.96%

SLS Gamma Exposure (GEX)

SLS (SELLAS Life Sciences Group): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.65
Put Call Ratio (OI)
0.503
Put Call Ratio (Vol)
0.788
IV Rank
20.3
IV Percentile
61.6
Max Pain
11.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.6
18.6
View values by strike
SLS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 0 -44.5
1.00 1.02 K -260
1.50 1.41 K -352
2.00 5.85 -4.27 K
2.50 4.13 K -4.31 K
3.00 15.7 K -4.29 K
3.50 15.9 K -3.18 K
4.00 26.1 K -33.8 K
4.50 7.24 K -12.6 K
5.00 131 K -73 K
5.50 6.25 K -15.6 K
6.00 19.7 K -119 K
6.50 0 -821
7.00 32.5 K -82.8 K
7.50 0 -155
8.00 8.18 K -31.5 K
8.50 14.9 -4.31 K
9.00 3.96 K -66.8 K
9.50 610 -11.9 K
10.00 234 K -374 K
10.50 366 -12.6 K
11.00 76 K -55 K
11.50 25.3 K -58.4 K
12.00 114 K -160 K
12.50 20.2 K -10.8 K
13.00 44.5 K -18.4 K
13.50 24.4 K -3.7 K
14.00 37.8 K -34.2 K
14.50 2.18 K -1.87 K
15.00 316 K -29.2 K
15.50 8.74 K -1.3 K
16.00 63.6 K -3.71 K
16.50 2.59 K -181
17.00 33.3 K -1.64 K
17.50 183 0
18.00 108 K -30.5 K
18.50 174 0
19.00 3.11 K -546
19.50 37.2 0
20.00 178 K -471
21.00 2.84 K -978
22.00 16.2 K -3.46 K
22.50 468 0
23.00 4.45 K -43.2
24.00 4.92 K -2.26 K
25.00 26 K -382
26.00 1.89 K -177
27.00 2.24 K -603
28.00 3.86 K -2.01 K
29.00 755 -213
30.00 365 K -9.5 K