WEL Greek Exposure
WEL is INTEGRATED WELLNESS ACQUISITION, a Industrials company with a $50.47M market cap. Gamma (GEX) highlights support/resistance from dealer hedging, Delta (DEX) shows bullish vs bearish bets, Vanna tracks volatility-driven flows, and Charm shows time-decay hedging. Analyze exposure by strike and expiration to find key price levels.
- Name
- INTEGRATED WELLNESS ACQUISITION
- Type
- Common Stock
- Sector
- Industrials
- Market cap
- $50.47M
Frequently asked questions
- What is WEL gamma exposure (GEX)?
- Gamma exposure (GEX) measures how much market makers must hedge when WEL stock moves. Positive GEX means dealers are long gamma and will hedge in a stabilizing way (buy dips, sell rallies), while negative GEX means their hedging amplifies moves.
- What is WEL delta exposure (DEX)?
- Delta exposure (DEX) shows the net directional options exposure on WEL. It represents how many shares market makers need to buy or sell to stay delta-neutral. Large DEX shifts can indicate significant directional positioning.
- How do WEL Vanna and Charm affect the stock?
- Vanna measures how WEL option deltas change with implied volatility — when IV drops, positive vanna exposure forces dealers to buy shares, creating upward pressure. Charm measures delta decay over time, causing similar hedging flows as options approach expiration.