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Universal Corporation UVV 38.71 -0.7 -1.78%

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ATM IV
0.232
Put Call Ratio (OI)
0.994
Put Call Ratio (Vol)
1.03
IV Rank
6.45
IV Percentile
28.1
Max pain
45

Gamma exposure (2026-11-09)

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}
11.0
220.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-41.4
41.4
View values by strike
UVV · Gamma exposure · 2026-11-09. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.50 0 -47.3
30.00 0 -1.21 K
35.00 1.09 K -93.7 K
40.00 9.68 K -186 K
45.00 39.8 K -11.7 K
50.00 14.3 K -128
55.00 5.87 K -1.78e-7
60.00 16.5 K 0
65.00 2.03 K 0