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Wave Life Sciences Ltd WVE 4.27 -0.08 -1.89%

WVE Gamma Exposure (GEX)

WVE (Wave Life Sciences Ltd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
2.19
Put Call Ratio (OI)
0.0595
Put Call Ratio (Vol)
0.128
IV Rank
43.8
IV Percentile
98
Max Pain
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}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.8
30.8
View values by strike
WVE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 604 -172
4.00 569 -4.58 K
5.00 9.79 K -3.69 K
6.00 20.5 K -429
7.00 6.69 K -151
8.00 31.3 K -387
9.00 443 0
10.00 14.1 K -24.1
11.00 2.28 K 0
12.00 720 0
13.00 85.9 0
14.00 10.4 0
15.00 2.52 K -85
16.00 1.12 0
17.00 119 0
18.00 64.3 0
19.00 2.19 0
20.00 605 0
22.00 77.1 0
25.00 131 0
27.00 0.928 -2.09
30.00 63.1 0
32.00 1.73 0
35.00 187 0