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Frontier Group Holdings ULCC 6.02 0.2 3.47%

ULCC Gamma Exposure (GEX)

ULCC (Frontier Group Holdings): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.702
Put Call Ratio (OI)
1.63
Put Call Ratio (Vol)
0.64
IV Rank
5.88
IV Percentile
2.38
Max Pain
5

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-8.9
8.9
View values by strike
ULCC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 92.5 -697
3.00 9.68 -3.99 K
4.00 1.16 K -7.08 K
5.00 5.53 K -11.2 K
6.00 22.6 K -4.32 K
7.00 6 K -611
8.00 3.4 K -22.4
9.00 736 0
10.00 1.78 K -82.1
11.00 0 -2.98
12.00 165 -60.9
15.00 4.17 0