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Travel + Leisure Co TNL 63.04 -0.11 -0.17%

TNL Gamma Exposure (GEX)

TNL (Travel + Leisure Co): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.291
Put Call Ratio (OI)
0.056
Put Call Ratio (Vol)
0.0457
IV Rank
19.5
IV Percentile
18.5
Max Pain
70

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-52.0
52.0
View values by strike
TNL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 27.8 0
42.50 0 -28.4
45.00 0 -36.5
47.50 0 -877
50.00 1.47 K -666
55.00 516 -795
57.50 103 -784
60.00 412 -7.26 K
62.50 1.24 K -772
65.00 2.01 K -5.48 K
67.50 2.06 K -3.81 K
70.00 35.8 K -758
72.50 17.5 K 0
75.00 70.4 K 0
77.50 10.4 K 0
80.00 1.77 K 0
82.50 29.4 K 0
85.00 22.2 K 0
90.00 233 0
95.00 94.3 0
100.00 81.5 0
105.00 48.2 0
110.00 21.5 0
115.00 39.1 0