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Westlake Corporation WLK 67.77 -1.3 -1.88%

WLK Gamma Exposure (GEX)

WLK (Westlake Corporation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.404
Put Call Ratio (OI)
0.235
Put Call Ratio (Vol)
0.588
IV Rank
17.5
IV Percentile
7.14
Max Pain
80

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
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-111.3
111.3
View values by strike
WLK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 18.2 -83.9
45.00 29.4 -390
50.00 0 -914
55.00 125 -17.7 K
60.00 1.38 K -7.43 K
65.00 10.1 K -1.86 K
70.00 1.56 K -3.27 K
75.00 7.64 K -2 K
80.00 98.1 K -5.27 K
85.00 36.2 K -2.45 K
90.00 3.11 K -162
95.00 4.75 K -1.01 K
100.00 2.16 K 0
110.00 11.3 K 0
115.00 320 0
120.00 757 0
125.00 252 0
130.00 659 0
135.00 220 0
140.00 224 0
145.00 281 0
150.00 391 0
155.00 85.7 0
160.00 381 0
165.00 64.9 0
170.00 261 0
175.00 71.6 0
180.00 712 0