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The Wendy's Company WEN 8.15 0.21 2.64%

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ATM IV
0.412
Put Call Ratio (OI)
0.239
Put Call Ratio (Vol)
0.256
IV Rank
3.92
IV Percentile
7.32
Max pain
7

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.9
26.9
View values by strike
WEN · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 -0.142 0
3.00 75.8 -1.12 K
4.00 1.83 -1.06 K
5.00 42 K -33.1 K
5.50 0 -1.78 K
6.00 1.09 K -30.2 K
6.50 1.21 K -16.7 K
7.00 134 K -326 K
7.50 190 K -12.4 K
8.00 1.62 M -237 K
8.50 39.2 K -164
9.00 436 K -80.2 K
9.50 0 -13.9
10.00 623 K -19.2 K
10.50 0 -8.51
11.00 59.8 K -370
11.50 0 -6.64
12.00 38 K -617
13.00 32.6 K -1.59 K
14.00 8.39 K 0
15.00 129 K -345
16.00 6.19 K 0
17.00 20.6 K -12.4
18.00 1.16 K 0
20.00 8.17 K -8.09
22.00 10.6 K 0
27.00 4.31 K 0
30.00 2.51 K 0
35.00 2.62 K 0