Open
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Valaris Limited VAL 80.69 1.77 2.24%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.521
Put Call Ratio (OI)
0.378
Put Call Ratio (Vol)
1.85
IV Rank
20.7
IV Percentile
57.5
Max pain
85

Gamma exposure (2026-11-11)

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}
9.0
436.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-74.1
74.1
View values by strike
VAL · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 33.9 0
17.50 10 -36.7
20.00 51.6 -537
22.50 19.7 -144
25.00 282 -1.28 K
27.50 252 -474
30.00 991 -9.29 K
32.50 2.44 K -592
35.00 698 -1.07 K
37.50 1.97 K -591
40.00 2.26 K -8.32 K
42.50 6.82 K -3 K
45.00 11.3 K -11.6 K
47.50 919 -9.57 K
50.00 8.09 K -7.42 K
52.50 6.64 K -13.7 K
55.00 5.82 K -4.64 K
57.50 10.6 K -1.85 K
60.00 20.2 K -14.9 K
62.50 1.45 K -2.46 K
65.00 55.8 K -2.71 K
67.50 1.09 K -2.18 K
70.00 293 K -32.5 K
72.50 111 -2.05 K
75.00 338 K -333 K
77.50 20.8 K -55.2 K
80.00 400 K -27.3 K
82.50 4.68 K -16.5 K
85.00 1.27 M -3.1 K
87.50 2.51 K -2.77 K
90.00 360 K -3.4 K
92.50 28.4 K -2.88 K
95.00 8.73 K -1.78 K
97.50 6.64 K -10.5 K
100.00 54.1 K -45.2 K
105.00 38.5 K -34.6 K
110.00 34.1 K -207
115.00 3.71 K -68.7
120.00 225 K 0
125.00 2.24 K 0
130.00 41.4 K -329
135.00 9.58 K 0
140.00 7.66 K 0
145.00 3.02 K 0
150.00 922 0
155.00 7.97 K 0