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Tidewater TDW 69.08 -4.46 -6.06%

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ATM IV
0.528
Put Call Ratio (OI)
0.82
Put Call Ratio (Vol)
0.841
IV Rank
42.1
IV Percentile
62.4
Max pain
85

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
-70.8
70.8
View values by strike
TDW · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.50 3.12 -28.6
20.00 3.92 -72.4
22.50 0 -26.9
25.00 0 -4.39 K
30.00 93.1 -1.33 K
35.00 383 -620
40.00 2.07 K -2.44 K
45.00 1.09 K -2.64 K
50.00 31.7 K -4.28 K
55.00 6.29 K -11.4 K
60.00 14.5 K -27.5 K
65.00 6.87 K -435 K
70.00 148 K -116 K
75.00 25 K -225 K
80.00 47.4 K -15.2 K
85.00 14.5 K -8.37 K
90.00 119 K -61.5 K
95.00 21.3 K -146
100.00 33.2 K -448
105.00 4.84 K -46
110.00 56 K 0
115.00 68.4 K 0
120.00 3.58 K 0
125.00 272 0
130.00 800 0
135.00 57.3 0
140.00 38 0