Financials • Property-Casualty Insurers
$48.87 ▲ +0.98
(+2.05%)
MKT CAP: $13.22B • VOL: 368.1K
52W L $42 52W H $56
IMPLIED EVENT / 30D MOVE
±6.60%
PUT / CALL RATIO
0.79 CALL SKEW
MAX PAIN PIN STRIKE
$48
(-1.8% vs Spot)
CALL $0 PUT $0
CNA // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $48.87
| 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)
$53 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$48.14
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$45 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER