ETF / Index • GICS Defensive Staples • SIC 6726
$89.42 ▲ +1.34
(+1.52%)
MKT CAP: $17.00B • VOL: 27.66M
52W L $75 52W H $90
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$89
(-0.5% vs Spot)
CALL $0 PUT $0
XLP // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $89.42
| 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)
$96 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$88.08
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$82 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER