Consumer Staples • Packaged Foods
$131.35 ▲ +1.45
(+1.12%)
MKT CAP: $13.88B • VOL: 1.30M
52W L $88 52W H $136
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$131
(-0.3% vs Spot)
CALL $0 PUT $0
SJM // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $131.35
| 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)
$141 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$129.38
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$120 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER