Health Care • Biotechnology: Pharmaceutical Preparations
$40.70 ▼ -1.39
(-3.30%)
MKT CAP: $49.05B • VOL: 10.59M
52W L $20 52W H $43
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$41
(+0.7% vs Spot)
CALL $0 PUT $0
TEVA // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $40.70
| 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)
$44 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$40.09
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$37 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER