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Wave Life Sciences Ltd WVE 3.42 0.01 0.29%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
2.37
Put Call Ratio (OI)
0.109
Put Call Ratio (Vol)
0.22
IV Rank
48.2
IV Percentile
95.1
Max pain
4

Gamma exposure (2026-11-11)

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}
9.0
436.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-31.6
31.6
View values by strike
WVE · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.937 0
1.50 12.2 -0.437
2.00 75.6 -96.1
2.50 3.41 -536
3.00 1.12 K -1.23 K
3.50 1.69 K -882
4.00 7.51 K -3.42 K
4.50 257 -3.94
5.00 10.3 K -1.18 K
5.50 26.8 0
6.00 17.6 K -302
7.00 1.64 K -285
8.00 11.4 K -227
9.00 163 0
10.00 9 K -100
11.00 98.4 -2.15
12.00 295 0
14.00 1.11 0
15.00 1.85 K 0
16.00 0.827 0
17.00 88.4 0
18.00 75.4 0
20.00 454 0
22.00 65.7 0
25.00 98.4 0
27.00 0.708 -1.39
30.00 49.7 0
32.00 1.33 0
35.00 143 0