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Sasol Limited SSL 13.56 -0.16 -1.17%

SSL Gamma Exposure (GEX)

SSL (Sasol Limited): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.554
Put Call Ratio (OI)
0.0868
Put Call Ratio (Vol)
0.22
IV Rank
5.86
IV Percentile
22.1
Max Pain
12.5

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.4
11.4
View values by strike
SSL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 1.18 -2.39
5.00 132 -10.4
7.50 178 -38.4
10.00 2.27 K -181
12.50 10.1 K -4.9 K
15.00 15.2 K -61.3
17.50 9.27 K 0
20.00 1.32 K 0
22.50 284 0