SPY // SPDR S&P 500 ETF Trust
OPT <GO> NYSE ETF / Index • US Large-Cap Core Index • SIC 6726
$755.72 ▼ -13.64
(-1.77%)
MKT CAP: $620.00B • VOL: 77.14M
52W L $629 52W H $782
IMPLIED EVENT / 30D MOVE
±3.20%
PUT / CALL RATIO
1.08 PUT SKEW
MAX PAIN PIN STRIKE
$756
(+0.0% vs Spot)
CALL $0 PUT $0
SPY // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $755.72
| 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)
$812 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$744.38
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$691 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER