Closed
⌘K
Sign in Sign up

US Foods Holding Corp USFD 94.22 0.8 0.86%

USFD Gamma Exposure (GEX)

USFD (US Foods Holding Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.288
Put Call Ratio (OI)
1.03
Put Call Ratio (Vol)
0.655
IV Rank
45.5
IV Percentile
62.4
Max Pain
100

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-65.8
65.8
View values by strike
USFD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
32.50 5.06 0
35.00 22.6 0
37.50 7.56 0
40.00 83 0
42.50 95.4 0
45.00 0 -13.6
50.00 235 0
52.50 163 0
55.00 180 -47.8
57.50 105 -107
60.00 1.03 K -26.1
62.50 261 -105
65.00 185 -246
67.50 46.5 0
70.00 717 -55.8
72.50 2.76 K -809
75.00 992 -54.6 K
77.50 788 -763
80.00 1.68 K -824
82.50 140 -848
85.00 39.1 K -1.99 K
87.50 2.22 K -7.73 K
90.00 8.12 K -200 K
92.50 66.6 K -19.3 K
95.00 32 K -188 K
97.50 7.24 K -8.43 K
100.00 189 K -310 K
105.00 42.3 K -7.01 K
110.00 167 K -1.16 K
115.00 22.7 K -1.09 K
120.00 7.53 K 0
125.00 2.2 K 0
130.00 460 0
135.00 173 0
140.00 533 0
145.00 42.3 0