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Woodward WWD 325.16 3.42 1.06%

WWD Gamma Exposure (GEX)

WWD (Woodward): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.331
Put Call Ratio (OI)
0.764
Put Call Ratio (Vol)
0.44
IV Rank
37.9
IV Percentile
27.1
Max Pain
350

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-314.8
314.8
View values by strike
WWD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
175.00 320 -238
180.00 479 -1.82 K
185.00 353 -540
190.00 1 K -681
195.00 717 -1.65 K
200.00 1.4 K -1.4 K
210.00 1.09 K -2.25 K
220.00 675 -2.52 K
230.00 819 -2.2 K
240.00 209 -1.39 K
250.00 990 -1.99 K
260.00 920 -4.27 K
270.00 1.68 K -14.8 K
280.00 1.69 K -3.3 K
290.00 1.09 K -34.9 K
300.00 4.23 K -30.9 K
310.00 25.1 K -281 K
320.00 44.3 K -84.8 K
330.00 7.63 K -489 K
340.00 56.6 K -91.9 K
350.00 32.3 K -34.3 K
360.00 117 K -52.3 K
370.00 35.5 K -21.6 K
380.00 35.4 K -560
390.00 18.7 K -2.14 K
400.00 11.7 K -2.35 K
410.00 35.8 K 0
420.00 10.8 K -398
430.00 4.57 K -337
440.00 11.2 K 0
450.00 73 K 0
460.00 17.2 K 0
470.00 3.8 K 0
480.00 2.38 K 0
490.00 4.33 K 0
500.00 4.73 K 0
510.00 1.41 K 0
520.00 7.57 K 0
530.00 1.33 K 0
540.00 3.44 K 0
560.00 831 0
580.00 2.2 K 0
600.00 67.6 0
620.00 267 0
640.00 391 0