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TransAlta Corporation TAC 13.12 -0.22 -1.65%

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ATM IV
0.561
Put Call Ratio (OI)
0.124
Put Call Ratio (Vol)
0.28
IV Rank
50.5
IV Percentile
76.4
Max pain
12

Gamma exposure (2026-11-05)

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.9
21.9
View values by strike
TAC · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 1.18 0
5.00 128 0
6.00 78.5 0
7.00 18.4 0
8.00 23 -96.4
9.00 89.6 -46.6
10.00 4.17 K -747
11.00 162 -4.85 K
12.00 2.13 K -60.7 K
13.00 71.6 K -7.98 K
14.00 32.5 K -725
15.00 232 K -15.9 K
16.00 8.59 K 0
17.00 25.1 K -956
18.00 4.41 K 0
19.00 102 0
20.00 43.9 K 0
21.00 189 0
22.00 5.9 K 0
25.00 11.6 K 0
30.00 1.76 K 0