DOMINOS PIZZA INC (DPZ) Gamma Exposure

Net dealer gamma exposure in DOMINOS PIZZA INC (DPZ) options is -$252M — dealers are net short gamma. Gamma exposure (GEX) estimates how much market makers must re-hedge as DPZ moves. This page maps that exposure strike by strike, marks the gamma flip level, and explains what the hedging pressure means for price behavior in plain English.

Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$348.03
52-week range
$285.18 – $467.07
ATM IV (30d)
98.5%
IV rank
71 / 100
High
Expected move
±$89.69 (±25.8%)
Put/call OI
0.81
Max pain
$340
↓ 2.3% below close
Next earnings
Oct 12, 2026

DPZ Gamma Exposure by Strike

-$297M-$149M$0$149M$297MCall GEXPut GEXCumulative GEXSpot270300330360390420

DPZ call GEX (green, above) and put GEX (red, below) by strike, with the cumulative net GEX line (blue). The line crosses zero at the gamma flip level — where net dealer positioning switches from stabilising to amplifying.

Net gamma exposure (GEX)-$252M
Net delta exposure-19.12K
Total call open interest9,069
Total put open interest7,342

Net dealer gamma exposure is -$252M. When dealers are short gamma they buy into rallies and sell into declines to stay hedged, which can amplify price swings. The single largest gamma concentration sits at the $300 strike, which often acts as a magnet or barrier while dealers hedge around it.

DPZ Net GEX History

-$2B-$932M-$290M$351M$992MFeb '26May '26Aug '26

DPZ net dealer gamma exposure, past year.

Net dealer gamma exposure has fallen from -$401K in Feb '26 to -$252M today.

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DPZ Options FAQ

What is DPZ's gamma exposure (GEX) today?

DPZ's net dealer gamma exposure is -$252M as of Aug 24, 2026. Negative GEX means dealer hedging trades with the market — buying rallies and selling declines — which can amplify swings.

How is DPZ gamma exposure calculated?

OptiView multiplies each open DPZ contract's gamma by its open interest, contract size, and the square of the share price, counting calls as positive and puts as negative dealer exposure. Summing across all strikes and expirations gives net GEX; the per-strike breakdown is shown in the chart above.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.