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Sundial Growers Inc SNDL 1.38 0.01 0.67%

SNDL Gamma Exposure (GEX)

SNDL (Sundial Growers Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.05
Put Call Ratio (OI)
0.601
Put Call Ratio (Vol)
5.3
IV Rank
8.83
IV Percentile
65.6
Max Pain
1

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.1
4.1
View values by strike
SNDL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 -2.62e-8 0
1.00 2.83 K -590
1.50 24.1 K -30.3 K
2.00 26 K -10.5 K
2.50 3.97 K -6.36 K
3.00 6.85 K 0
3.50 1.31 K -1.93
4.00 782 0
4.50 2.07 K -0.336
5.00 3.41 K 0
5.50 1.04 K 0