Financials • Property-Casualty Insurers
$103.94 ▲ +1.44
(+1.41%)
MKT CAP: $35.47B • VOL: 1.93M
52W L $85 52W H $107
IMPLIED EVENT / 30D MOVE
±7.10%
PUT / CALL RATIO
0.78 CALL SKEW
MAX PAIN PIN STRIKE
$102
(-1.9% vs Spot)
CALL $0 PUT $0
ACGL // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $103.94
| OCC CONTRACT | EXP | STRIKE | SIDE | MONEYNESS | VOLUME | OPEN INT | VOL/OI | $ PREMIUM | IV % | DELTA (Δ) | GAMMA (Γ) | SCORE |
|---|
DEALER GAMMA EXPOSURE (GEX) WALLS & OFF-EXCHANGE DARK POOL TRF LEVELS
LIVE DEALER POSITIONING
CALL GAMMA RESISTANCE WALL (+GEX)
$112 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$102.38
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$95 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER