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TAL Education Group TAL 10.16 -0.03 -0.29%

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ATM IV
0.595
Put Call Ratio (OI)
0.174
Put Call Ratio (Vol)
3.54
IV Rank
28.5
IV Percentile
84.6
Max pain
10

Gamma exposure (2026-11-06)

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}
14.0
441.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.9
19.9
View values by strike
TAL · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.18 0
2.00 0.502 0
3.00 18.8 0
4.00 34.2 0
5.00 176 0
6.00 3.37 0
7.00 527 -945
8.00 586 -1.94 K
9.00 865 -8.36 K
10.00 45 K -59.8 K
11.00 56.2 K -17.7 K
12.00 72 K -21.8 K
13.00 22 K -1.64 K
14.00 185 K -273
15.00 30.4 K -88.1
16.00 451 0
17.00 1.01 K 0
18.00 30.2 0
19.00 4.96 0
20.00 3.1 K -172
25.00 198 0