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Vornado Realty Trust VNO 35.56 -1.09 -2.97%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.369
Put Call Ratio (OI)
0.347
Put Call Ratio (Vol)
1.9
IV Rank
25.4
IV Percentile
21.5
Max pain
33

Gamma exposure (2026-11-10)

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}
10.0
437.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.5
29.5
View values by strike
VNO · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 0 -267
20.00 1.55 K -2.78 K
21.00 0 -21.7
22.00 0 -24.8
23.00 263 -1.95 K
24.00 0 -82.2
25.00 128 -4.39 K
26.00 44.1 -157
27.00 58.8 -526
28.00 1.04 K -6.72 K
29.00 89.4 -264
30.00 9.64 K -11.5 K
31.00 468 -30.6 K
32.00 520 -605
33.00 20.2 K -8.91 K
34.00 20.1 K -14.4 K
35.00 90.8 K -39.7 K
36.00 7.93 K 0
37.00 28.8 K -5.34 K
38.00 167 K -76.7
39.00 4.99 K -180
40.00 91.1 K -9.73 K
41.00 754 0
42.00 10.4 K -2.1 K
43.00 98.2 0
44.00 43.6 0
45.00 36.4 K -1.95 K
47.00 718 -147
50.00 29.2 K -35.1
55.00 3.41 K 0
60.00 11.1 K 0
65.00 553 0