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Walker & Dunlop WD 38.38 0.61 1.62%

WD Gamma Exposure (GEX)

WD (Walker & Dunlop): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.601
Put Call Ratio (OI)
0.438
Put Call Ratio (Vol)
0.364
IV Rank
29.1
IV Percentile
76.1
Max Pain
40

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-56.5
56.5
View values by strike
WD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -9.18
22.50 0 -136
25.00 0 -186
30.00 69.3 -952
35.00 748 -4.93 K
40.00 7.95 K -8.59 K
45.00 14.5 K -50.1 K
50.00 2.3 K -424
55.00 1.34 K -335
60.00 26.8 K -1.07 K
65.00 104 -7.87
70.00 18 K 0
75.00 15.4 0
80.00 22.7 0