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Valaris Limited VAL 80.2 -3.56 -4.25%

VAL Gamma Exposure (GEX)

VAL (Valaris Limited): 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
0.507
Put Call Ratio (OI)
0.318
Put Call Ratio (Vol)
1.99
IV Rank
18.8
IV Percentile
46
Max Pain
85

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
-73.2
73.2
View values by strike
VAL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 54.1 0
17.50 17.7 -36.3
20.00 68.3 -655
22.50 49.7 -141
25.00 704 -1.46 K
27.50 759 -402
30.00 2.17 K -9.17 K
32.50 3.12 K -587
35.00 1.49 K -702
37.50 2.57 K -581
40.00 3.44 K -9.17 K
42.50 10.2 K -2.91 K
45.00 13.2 K -13.2 K
47.50 1.04 K -11.4 K
50.00 8.22 K -7.61 K
52.50 7.67 K -13.6 K
55.00 6.87 K -4.68 K
57.50 11.1 K -1.9 K
60.00 21.3 K -15.1 K
62.50 1.48 K -2.37 K
65.00 54.6 K -3.23 K
67.50 1.02 K -2.12 K
70.00 228 K -28.8 K
72.50 87.8 -1.34 K
75.00 220 K -119 K
77.50 15.3 K -13.4 K
80.00 262 K -14.3 K
82.50 869 -6 K
85.00 1.02 M -42.8 K
87.50 23.3 K -2.31 K
90.00 198 K -5.55 K
92.50 27.1 K -2.95 K
95.00 11.1 K -1.56 K
97.50 2.21 K -12.7 K
100.00 3.05 K -1.02 K
105.00 72.2 K -34.5 K
110.00 30.6 K -2.34 K
115.00 4.74 K -69.6
120.00 235 K 0
125.00 2.14 K 0
130.00 41 K -341
135.00 10.8 K 0
140.00 8.85 K 0
145.00 3.58 K 0
150.00 493 -320
155.00 8.31 K 0