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Warby Parker Inc WRBY 23.32 0.82 3.64%

WRBY Gamma Exposure (GEX)

WRBY (Warby Parker Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.636
Put Call Ratio (OI)
0.253
Put Call Ratio (Vol)
0.23
IV Rank
12
IV Percentile
22.2
Max Pain
24.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.4
21.4
View values by strike
WRBY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 3.76 0
5.00 6.99 0
7.50 1.87 -25.8
10.00 0 -122
12.50 2.94 -532
15.00 2.46 K -2.03 K
16.00 0 -102
17.00 0 -437
17.50 5.03 K -5.21 K
18.00 0 -571
19.00 48.8 -3.92 K
20.00 71.3 K -35.4 K
21.00 0 -11.8 K
22.00 2.49 K -210 K
22.50 78.9 K -135 K
23.00 3.67 K -156 K
23.50 1.78 K -99.7 K
24.00 7.8 K -247 K
24.50 271 K -49.4 K
25.00 462 K -90.9 K
25.50 813 -74.8
26.00 2.44 K -1.01 K
27.00 14 K -429
28.00 4.08 K 0
28.50 159 0
29.00 2.94 K 0
30.00 215 K -5.07 K
31.00 3.13 K 0
32.00 567 0
33.00 1.17 K 0
34.00 11 K 0
35.00 167 K -285
36.00 27.8 0
37.00 13 0
38.00 162 0
40.00 108 K -195
45.00 90.9 K -1.52 K