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V VFC 20.32 -0.61 -2.91%

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ATM IV
0.444
Put Call Ratio (OI)
0.734
Put Call Ratio (Vol)
1.36
IV Rank
21.4
IV Percentile
13.4
Max pain
17.5

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.2
19.2
View values by strike
VFC · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 22.1 0
3.00 51.7 -11.7
5.00 1.04 K -216
6.00 0 -4.04
7.00 0 -30
7.50 1.46 K -7.09 K
8.00 8.61 K -2.77 K
9.00 3.55 -461
9.50 2.41 0
10.00 10.7 K -132 K
11.00 167 -57.8 K
11.50 5.1 -21.7
12.00 20.1 K -64.4 K
12.50 12.6 K -26.3 K
13.00 11.9 K -75 K
13.50 90.4 -85.2
14.00 9.7 K -619 K
14.50 202 -454
15.00 48.4 K -150 K
15.50 90.1 -1.76 K
16.00 23.2 K -137 K
16.50 905 -6.29 K
17.00 41.3 K -56.3 K
17.50 223 K -48.9 K
18.00 24.9 K -531 K
18.50 6.05 K -2.36 K
19.00 30.3 K -52.1 K
19.50 24.2 K -129 K
20.00 1.6 M -337 K
20.50 2.24 K -26.9 K
21.00 235 K -17.5 K
21.50 38.1 K 0
22.00 920 K -5.15 K
22.50 380 K -2.35 K
23.00 90.9 K -3.13 K
23.50 0 -215
24.00 20.8 K -2.46 K
24.50 0 -45.9
25.00 1.43 M -11.6 K
26.00 251 K 0
27.00 5.91 K -168
27.50 48.1 K 0
28.00 1.96 K -20.9
29.00 322 0
30.00 1.14 M -3.19 K
31.00 126 0
32.00 266 -471
32.50 23.8 K 0
35.00 42.2 K -158
37.50 945 0
40.00 6.51 K 0