Consumer Staples • Packaged Foods
$126.26 ▲ +0.80
(+0.64%)
MKT CAP: $13.49B • VOL: 709.9K
52W L $88 52W H $136
IMPLIED EVENT / 30D MOVE
±7.20%
PUT / CALL RATIO
0.90 CALL SKEW
MAX PAIN PIN STRIKE
$124
(-1.8% vs Spot)
CALL $0 PUT $0
SJM // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $126.26
| 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)
$136 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$124.37
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$116 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER