Options rankings
Every ticker we track, ranked after each close by dealer gamma, implied volatility, put/call open interest, expected move and distance to its key levels.
Tickers where dealers closed the most short gamma, ranked by net gamma exposure in dollars.
Tickers where dealers closed the most long gamma, ranked by net gamma exposure in dollars.
Tickers ranked by at-the-money implied volatility at the close.
Tickers ranked from the lowest at-the-money implied volatility at the close.
Tickers whose implied volatility sits highest within its own past-year range.
Tickers whose implied volatility sits lowest within its own past-year range.
Tickers with the most put open interest relative to calls, within 45 days of expiry.
Tickers with the most call open interest relative to puts, within 45 days of expiry.
Tickers whose options priced the largest one-day move, as a percent of price.
Tickers that closed closest to, and below, their call wall.
Tickers that closed closest to, and above, their put wall.
Tickers that closed closest to their max pain for the nearest expiration.