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Varex Imaging Corporation Common Stock VREX 18.39 -0.06 -0.33%

Previous-day view · Wed Nov 11 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
0.602
Put Call Ratio (OI)
0.164
Put Call Ratio (Vol)
0.989
IV Rank
4.22
IV Percentile
9.96
Max pain
17.5

Gamma exposure (2026-11-11)

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}
9.0
191.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.6
16.6
View values by strike
VREX · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0.537 0
7.50 0 -19.4
10.00 24.3 -37.5
12.50 1.01 K -7.6
15.00 1.34 K -8.32
17.50 975 -3.14 K
20.00 15.2 K 0
22.50 0 -168