ASX dealer exposure

ASX dealer gamma (GEX), delta (DEX), vanna (VEX) and charm by strike, over all expiries or one.

• ASX options traded $2.54M in premium on 2026-11-05: $165.85K in calls and $2.38M in puts, a net bullish lean of $167.18K.
• Put/call ratio 14.32, implied volatility 72.8%.
• Options price a move of about ±$5.60 by 2026-11-20.
• Max pain for 2026-11-20 is $35.0.

Updated 2026-11-05 18:47 UTC