HYG // iShares iBoxx $ High Yield Corporate Bond ETF
OPT <GO> NYSE ETF / Index • High-Yield Credit Appetite • SIC 6726
$77.43 ▼ -0.15
(-0.19%)
MKT CAP: $16.00B • VOL: 60.09M
52W L $76 52W H $81
IMPLIED EVENT / 30D MOVE
±3.20%
PUT / CALL RATIO
1.08 PUT SKEW
MAX PAIN PIN STRIKE
$77
(-0.6% vs Spot)
CALL $0 PUT $0
HYG // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $77.43
| 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)
$83 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$76.27
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$71 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER