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Tenaris S TS 58.85 2.32 4.1%

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ATM IV
0.346
Put Call Ratio (OI)
0.557
Put Call Ratio (Vol)
1.6
IV Rank
46.4
IV Percentile
66.3
Max pain
57.5

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
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.1
36.1
View values by strike
TS · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -35.5
32.50 0 -152
35.00 0 -2.46 K
37.50 0 -475
40.00 71.1 -169
42.50 51.6 -478
45.00 3.89 K -5.18 K
47.50 588 -684
50.00 2.05 K -18.2 K
52.50 1.62 K -34.4 K
55.00 127 K -86.5 K
57.50 61.9 K -134 K
60.00 251 K -63.5 K
62.50 344 K -47.7 K
65.00 112 K -49.1 K
67.50 78.8 K -325
70.00 13.1 K -1.64 K
72.50 3.39 K 0
75.00 1.08 K 0
80.00 2.56 K 0
85.00 595 0
90.00 93.7 0
95.00 126 0