Closed
⌘K
Sign in Sign up

Wayfair Inc W 113.38 -10.18 -8.24%

Previous-day view · Thu Nov 5 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
0.57
Put Call Ratio (OI)
1.41
Put Call Ratio (Vol)
0.67
IV Rank
14.8
IV Percentile
22.8
Max pain
112

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-100.9
100.9
View values by strike
W · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 33.3 -418
15.00 15.7 -195
17.50 40.2 -275
20.00 308 -3.01 K
22.50 288 -5.17 K
25.00 557 -14.3 K
27.50 265 -3.85 K
30.00 1.1 K -6.35 K
32.50 1.88 K -3.95 K
35.00 1.69 K -6.62 K
37.50 994 -3.82 K
40.00 3.17 K -11 K
42.50 1.02 K -9.05 K
45.00 4.18 K -4.11 K
47.50 4.73 K -9.4 K
50.00 6.73 K -7.19 K
52.50 1.87 K -4.71 K
55.00 5.49 K -10.3 K
57.50 2.29 K -3.37 K
60.00 39.9 K -49.3 K
62.50 2.4 K -25.3 K
65.00 9.64 K -308 K
67.50 1.77 K -10.8 K
70.00 113 K -268 K
72.50 2.8 K -31.3 K
75.00 116 K -303 K
77.50 5.85 K -16.8 K
78.00 119 -419
79.00 498 0
80.00 54.9 K -92.9 K
81.00 109 -32.7
82.00 0 -473
82.50 21.6 K -158 K
83.00 0 -247
84.00 95.9 -663
85.00 226 K -675 K
86.00 331 -589
87.00 412 -657
87.50 19.2 K -187 K
88.00 388 -923
89.00 0 -747
90.00 158 K -761 K
91.00 205 -5.9 K
92.00 309 -3.3 K
92.50 27.5 K -216 K
93.00 151 -27.3 K
94.00 0 -12 K
95.00 56.5 K -298 K
96.00 2.74 K -15.1 K
97.00 3.37 K -21.3 K
97.50 124 K -420 K
98.00 1.32 K -16.5 K
99.00 1.14 K -31 K
100.00 918 K -1.3 M
101.00 1.99 K -46.3 K
102.00 2.42 K -54.3 K
103.00 1.3 K -50.1 K
104.00 3.5 K -132 K
105.00 1.29 M -932 K
106.00 37.5 K -36 K
107.00 27.7 K -92.4 K
108.00 20.5 K -367 K
109.00 161 K -331 K
110.00 753 K -916 K
111.00 77.3 K -215 K
112.00 205 K -205 K
113.00 414 K -199 K
114.00 250 K -83.6 K
115.00 1.92 M -1.3 M
116.00 80.8 K -27.7 K
117.00 65 K -45.3 K
118.00 75.4 K -107 K
119.00 33.8 K -21.6 K
120.00 674 K -197 K
121.00 382 K -18.2 K
122.00 26.7 K -5.45 K
123.00 44 K -25.6 K
124.00 143 K -627
125.00 1.27 M -67.9 K
126.00 30 K -276
127.00 23.8 K 0
128.00 66.5 K 0
129.00 5.89 K 0
130.00 425 K -94.7 K
131.00 11.3 K 0
132.00 10.5 K 0
133.00 3.37 K 0
134.00 10.4 K -114
135.00 597 K -17.3 K
136.00 9.29 K -45.4
137.00 2.11 K 0
138.00 34.6 K -80.3
139.00 480 0
140.00 445 K -5.9 K
141.00 1.82 K 0
142.00 4.3 K 0
143.00 1.55 K 0
144.00 1.51 K 0
145.00 172 K -1.5 K
146.00 6.54 K 0
147.00 3.79 K 0
148.00 2.48 K 0
149.00 312 0
150.00 112 K -6.83 K
152.50 3.84 K 0
155.00 53.9 K -31.4 K
157.50 145 0
160.00 203 K -334
165.00 141 K -81.5
170.00 105 K -81.6
175.00 68.1 K -327