ICE dealer exposure

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

• ICE options traded $102.12K in premium on 2026-11-02: $35.98K in calls and $66.14K in puts, a net bullish lean of $69.23K.
• Put/call ratio 1.84, implied volatility 55.9%.
• Options price a move of about ±$7.81 by 2026-11-06.

Updated 2026-11-03 12:37 UTC