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Valley National Bancorp VLY 14.08 0.02 0.14%

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ATM IV
0.279
Put Call Ratio (OI)
1.5
Put Call Ratio (Vol)
5.15
IV Rank
5.5
IV Percentile
17.4
Max pain
14

Gamma exposure (2026-11-06)

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}
14.0
770.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.1
13.1
View values by strike
VLY · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 0 -7.48
5.00 0 -185
7.00 0 -4.45 K
8.00 1.55 K -15.8 K
9.00 112 -3.7 K
10.00 3.9 K -23.9 K
11.00 142 -5.92 K
12.00 48.2 K -41.3 K
13.00 31.3 K -37.8 K
14.00 132 K -85.3 K
15.00 191 K -5.42 K
16.00 11.3 K -28.7
17.00 7.82 K 0
18.00 60.2 0
19.00 62.1 0
20.00 1.01 K -27.2