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Valmont Industries VMI 469.15 -5.49 -1.16%

VMI Gamma Exposure (GEX)

VMI (Valmont Industries): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.271
Put Call Ratio (OI)
0.681
Put Call Ratio (Vol)
0.785
IV Rank
10.2
IV Percentile
13.6
Max Pain
480

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-370.9
370.9
View values by strike
VMI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
240.00 1.93e-6 0
250.00 4.21e-7 0
260.00 1.59e-7 0
270.00 0 -323
280.00 0 -96
300.00 0 -983
320.00 0 -1.35 K
330.00 232 -429
340.00 263 -266
350.00 303 -308
360.00 556 -315
370.00 350 0
380.00 0 -456
390.00 0 -508
400.00 0 -1.1 K
410.00 0 -1.43 K
420.00 845 -28.6 K
430.00 951 -7.88 K
440.00 1.06 K -16.1 K
450.00 2.22 K -26.7 K
460.00 0 -7.77 K
470.00 2.46 K -16.4 K
480.00 27.5 K -9.01 K
490.00 16.9 K -4.92 K
500.00 36.1 K -23.5 K
510.00 15.7 K 0
520.00 5.96 K -24.4 K
530.00 2.61 K 0
540.00 5.37 K 0
550.00 3.15 K 0
560.00 5.74 K -1.58 K
570.00 3.81 K -2.15 K
580.00 4.92 K 0
600.00 23.6 K -1.68 K
620.00 6.56 K 0
640.00 10.6 K 0
650.00 365 0
670.00 310 0
700.00 810 0
720.00 125 0
740.00 523 0