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VNET Group VNET 3.15 -0.37 -10.51%

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ATM IV
1.18
Put Call Ratio (OI)
0.377
Put Call Ratio (Vol)
0.464
IV Rank
56.9
IV Percentile
96.8
Max pain
4

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-23.9
23.9
View values by strike
VNET · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 10 -2.1 K
3.00 1.48 K -15.4 K
4.00 29.1 K -3.96 K
5.00 23.6 K -5.23 K
6.00 18.7 K -1.21 K
7.00 1.56 K -11 K
8.00 1.97 K -140
9.00 958 -23.5
10.00 5.33 K -18.1
11.00 484 0
12.00 12.7 K -11.8
13.00 127 0
14.00 71.4 0
15.00 7.49 K 0
16.00 179 0
17.00 263 0
18.00 3.75 0
19.00 2.09 0
20.00 1.74 K 0
22.00 60 0
25.00 513 0
27.00 567 0