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Trip TCOM 44.37 0.56 1.28%

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ATM IV
0.38
Put Call Ratio (OI)
0.831
Put Call Ratio (Vol)
2.97
IV Rank
30.4
IV Percentile
52.2
Max pain
40

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
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-70.6
70.6
View values by strike
TCOM · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 27.6 -177
22.50 0 -4.78 K
25.00 824 -60.7 K
27.50 0 -445
28.00 26 -381
30.00 4.2 K -20.3 K
32.50 0 -831
33.00 407 -30.5 K
35.00 19.6 K -410 K
37.50 50.3 -21 K
38.00 2.62 K -106 K
40.00 204 K -924 K
42.50 57.4 K -17.4 K
43.00 58.6 K -165 K
45.00 1.43 M -1.16 M
47.00 47 K -145 K
47.50 623 K -69.4
50.00 957 K -374 K
55.00 265 K -10.8 K
60.00 128 K -7.31 K
65.00 51.5 K -576
70.00 62.3 K -203
75.00 18.2 K 0
80.00 56.4 K 0
85.00 5.94 K 0
90.00 20.8 K 0
95.00 35.4 K 0
100.00 30.8 K 0
105.00 31.2 K 0
110.00 4.58 K 0
115.00 5.19 K 0