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Wd-40 Co WDFC 227.33 -5.67 -2.43%

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ATM IV
0.327
Put Call Ratio (OI)
0.0804
Put Call Ratio (Vol)
0.342
IV Rank
40.3
IV Percentile
55.9
Max pain
200

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
-144.2
144.2
View values by strike
WDFC · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
110.00 0 -165
115.00 0 -32
120.00 0 -73
125.00 0 -252
130.00 0 -444
135.00 0 -104
140.00 77.6 -278
145.00 0 -334
150.00 0 -820
155.00 0 -245
160.00 121 -1.11 K
165.00 117 -1.99 K
170.00 0 -14.7 K
175.00 339 -3.97 K
180.00 0 -8.3 K
185.00 749 K -4.42 K
190.00 849 K -34.8 K
195.00 15.9 K -4.44 K
200.00 5.25 K -29.9 K
210.00 27.1 K -18.9 K
220.00 49.9 K -21.9 K
230.00 707 K -21.3 K
240.00 32.1 K -2.86 K
250.00 38.1 K 0
260.00 34.6 K -921
270.00 177 K -753
280.00 11.3 K 0
290.00 27.6 K 0
300.00 8.11 K 0
310.00 524 0
320.00 786 0
330.00 387 0
340.00 2.25 K 0
350.00 263 0
370.00 207 0