ROARABLE // PRO
GLOBAL DESKS // NYC --:--:-- NYSE
US TAPE
ROAR ▸

NCZ // Virtus Convertible & Income Fund II of

OPT <GO> NYSE RQD COCKPIT → CIK 0001227857 ↗
Financials • Finance Companies
$14.32 ▼ -0.20 (-1.38%)
MKT CAP: $1.09B • VOL: 48.7K
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$14 (-2.2% vs Spot)
CALL $0 PUT $0
NCZ // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>) SPOT REF: $14.32
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)
$15 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$14.11
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$13 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER