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Westamerica Bancorporation WABC 59.48 -1.22 -2.01%

WABC Gamma Exposure (GEX)

WABC (Westamerica Bancorporation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.408
Put Call Ratio (OI)
0.0848
Put Call Ratio (Vol)
0.106
IV Rank
31.7
IV Percentile
72.9
Max Pain
50

Gamma exposure (2026-09-21)

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}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.2
30.2
View values by strike
WABC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -115
50.00 247 0
55.00 661 -307
60.00 7.89 K -357
65.00 472 0
70.00 7.64 K 0
75.00 311 0