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Strategic Education STRA 78.53 -1.31 -1.64%

STRA Gamma Exposure (GEX)

STRA (Strategic Education): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.233
Put Call Ratio (OI)
0.939
Put Call Ratio (Vol)
1.18
IV Rank
15.2
IV Percentile
8.63
Max Pain
80

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-46.5
46.5
View values by strike
STRA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -467
45.00 0 -251
50.00 0 -20
60.00 0 -3.92 K
65.00 254 -3.14 K
70.00 4.09 K -10.1 K
75.00 1.51 K -8.49 K
80.00 8.74 K -25.1 K
85.00 39.9 K -9.63 K
90.00 5.03 K -917
95.00 2.24 K -136
100.00 9.19 K 0
105.00 874 0
115.00 51.6 0