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STARWOOD PROPERTY TRUST STWD 15.09 0.15 1.0%

STWD Gamma Exposure (GEX)

STWD (STARWOOD PROPERTY TRUST): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.363
Put Call Ratio (OI)
2.24
Put Call Ratio (Vol)
3.35
IV Rank
83.1
IV Percentile
98
Max Pain
16

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-25.0
25.0
View values by strike
STWD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 1.15 -14.3
5.00 4.68 -4.85
8.00 24.6 0
9.00 58.3 -39.7
10.00 128 -47.6 K
11.00 67.3 -85.1
12.00 81.2 -266
13.00 3.56 K -46.6 K
14.00 24.2 K -28.9 K
15.00 141 K -528 K
16.00 98.5 K -95.1 K
17.00 48.2 K -680
18.00 143 K -107 K
19.00 5.88 K -52.9
20.00 33 K -5.8 K
21.00 0 -3.16e-10
22.00 16.6 K -431
25.00 374 -183
27.00 713 -4.93
30.00 0 -4.8e-8
35.00 0 -6.49