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PIMCO 25+ Year Zero Coupon ZROZ 57.93 -1.19 -2.01%

Previous-day view · Tue Nov 10 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
0.266
Put Call Ratio (OI)
0.38
Put Call Ratio (Vol)
0.489
IV Rank
80.2
IV Percentile
96.3
Max pain
55

Gamma exposure (2026-11-10)

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}
10.0
219.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.1
18.1
View values by strike
ZROZ · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 59.4 0
49.00 973 -2.08 K
50.00 8.01 K -5.17 K
51.00 5.05 K -2.8 K
52.00 3.8 K -13 K
53.00 1.5 K -20.4 K
54.00 4.74 K -58.5 K
55.00 133 K -65.7 K
56.00 49.1 K -36.5 K
57.00 78.1 K -57.2 K
58.00 94.4 K -258 K
59.00 149 K -26.9 K
60.00 206 K -43.4 K
61.00 18.1 K -660
62.00 28.7 K -10.4 K
63.00 12.8 K -163
64.00 4.86 K -2.13 K
65.00 309 K -112
66.00 23 K 2.39e-6
67.00 12 K -93.9
68.00 3.37 K -897
69.00 2.97 K -319
70.00 9.09 K 0
71.00 1.65 K 0
72.00 470 0
73.00 16.6 K -57.9
75.00 3.09 K 0
76.00 2.16 K 0