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Tradeweb Markets Inc TW 127.73 0.17 0.13%

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ATM IV
0.257
Put Call Ratio (OI)
0.102
Put Call Ratio (Vol)
0.567
IV Rank
8.45
IV Percentile
4.07
Max pain
120

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
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.7
72.7
View values by strike
TW · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 14.4 0
65.00 0 -17.2
70.00 15.6 -20.8
75.00 57.9 -27.9
80.00 121 -195
85.00 107 -843
90.00 1 K -385
95.00 135 -771
100.00 1.51 K -24 K
105.00 3.59 K -1.48 K
110.00 32.4 K -3.33 K
115.00 18 K -30.7 K
120.00 178 K -145 K
125.00 2.95 M -4.18 K
130.00 121 K -1.33 K
135.00 818 K -4.3 K
145.00 249 0
150.00 640 0
165.00 174 0