Closed
⌘K
Sign in Sign up

UWM Holdings Corporation UWMC 1.26 0.01 0.8%

UWMC Gamma Exposure (GEX)

UWMC (UWM Holdings Corporation): 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
1.14
Put Call Ratio (OI)
0.155
Put Call Ratio (Vol)
0.601
IV Rank
10.5
IV Percentile
80
Max Pain
1.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.7
15.7
View values by strike
UWMC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 9.54 -0.0189
1.00 7.26 K -5.39 K
1.50 8.63 K -4.36 K
2.00 28 K -4.2
2.50 0 -0.488
3.00 10.3 K -531
4.00 4.12 K -10.5
5.00 14 K -1.14
6.00 598 0
7.00 6.11 K -1.24e-11
10.00 2.63 K -5.03
12.00 650 0
17.00 33.4 0