SBS // Companhia de saneamento Basico Do Estado De Sao Paulo - Sabesp American
OPT <GO> NYSE CIK 0001170858 ↗ Utilities • Water Supply
$4.64 ▼ -0.02
(-0.43%)
MKT CAP: $16.35B • VOL: 15.70M
52W L $4 52W H $7
IMPLIED EVENT / 30D MOVE
±5.50%
PUT / CALL RATIO
0.89 CALL SKEW
MAX PAIN PIN STRIKE
$5
(+7.8% vs Spot)
CALL $0 PUT $0
SBS // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $4.64
| 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)
$5 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$4.57
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$4 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER