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Verisk Analytics VRSK 197.85 0.85 0.43%

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ATM IV
0.407
Put Call Ratio (OI)
0.543
Put Call Ratio (Vol)
0.365
IV Rank
26.7
IV Percentile
76.2
Max pain
185

Gamma exposure (2026-11-04)

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}
16.0
225.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-131.2
131.2
View values by strike
VRSK · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
90.00 0 -48.4
105.00 0 -195
110.00 284 -217
115.00 0 -675
120.00 0 -812
125.00 0 -990
130.00 97.9 -920
135.00 242 -827
140.00 258 -1.8 K
145.00 0 -2.53 K
150.00 5.88 K -13.3 K
155.00 5.45 K -17.3 K
160.00 2.53 K -8.26 K
165.00 3.09 K -33.3 K
170.00 20 K -30.3 K
175.00 8.43 K -33 K
180.00 39.8 K -70.4 K
185.00 18.6 K -18.3 K
190.00 58.4 K -67.2 K
195.00 121 K -6.2 K
200.00 172 K -9.54 K
210.00 106 K -16.1 K
220.00 145 K -2.97 K
230.00 36.6 K -674
240.00 31 K 0
250.00 82.5 K 0
260.00 24.3 K -708
270.00 1.24 K 0
280.00 934 -198
290.00 413 0