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UroGen Pharma Ltd URGN 43.2 -0.05 -0.12%

URGN Gamma Exposure (GEX)

URGN (UroGen Pharma Ltd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.715
Put Call Ratio (OI)
0.493
Put Call Ratio (Vol)
1.44
IV Rank
20.6
IV Percentile
9.06
Max Pain
45

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
-40.3
40.3
View values by strike
URGN · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 7.14e-9 0
10.00 7.99 -2.27
13.00 0 -3.5
15.00 83 -20.3
17.00 0 -763
18.00 0 -5.65
19.00 0 -12.4
20.00 1.04 K -2.24 K
21.00 0 -8.23
22.00 338 -8.56
23.00 0 -39.9
24.00 0 -54.8
25.00 3.95 K -4.68 K
26.00 146 -42.2
27.00 394 -120
29.00 405 -20.2
30.00 4.32 K -6.89 K
31.00 24.6 -25.7
32.00 56 0
33.00 32.6 -26.8
34.00 142 0
35.00 4.61 K -459
36.00 33.9 -87.9
37.00 37.5 -40.2
38.00 246 -499
39.00 776 0
40.00 26.5 K -16.6 K
41.00 0 -1.53 K
42.00 41.6 -247
43.00 0 -159
44.00 773 -87.7
45.00 39.9 K -9.28 K
46.00 1.72 K -1.73 K
47.00 606 -2.86 K
48.00 396 0
49.00 967 -239
50.00 38.4 K -726
55.00 6.06 K -118
60.00 18.5 K -69.5
65.00 2.16 K 0
70.00 48.5 0
75.00 24.7 -29.3