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Ventas VTR 89.04 -0.16 -0.18%

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ATM IV
0.284
Put Call Ratio (OI)
0.539
Put Call Ratio (Vol)
1.2
IV Rank
55.9
IV Percentile
87.5
Max pain
85

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
197.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-58.9
58.9
View values by strike
VTR · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
42.50 0 -12.1
45.00 0 -334
47.50 372 -15.7
50.00 363 -78.5
52.50 455 -112
55.00 21.2 K -191
57.50 3.23 K -345
60.00 1.94 K -974
62.50 230 -260
65.00 4.72 K -2.01 K
67.50 1.78 K -985
70.00 2.6 K -41.4 K
72.50 21.5 K -2.29 K
75.00 17.8 K -8.64 K
77.50 8.63 K -36.9 K
80.00 61.4 K -29.3 K
82.50 49.2 K -102 K
85.00 151 K -294 K
87.50 207 K -135 K
90.00 77.5 K -14 K
92.50 66.6 K -12.2 K
95.00 331 K -1.66 K
97.50 79.7 K 0
100.00 73.8 K 0
105.00 46.4 K 0
110.00 17.5 K 0
115.00 4.06 K 0
125.00 407 0