FLEX (FLEX) options memo

The Read

The Read is generated on demand from the live tape.

Key numbers

• Spot: $106.94
• Lean: neutral
• Nearest expiry: Fri 9/18
• Implied move: 3.4%
• ATM implied volatility: 64.1%
• Max pain: $115.00
• Pin strike: $110.00
• Dealer positioning: LONG GAMMA
• Call wall: $115.00
• Put wall: $95.00
• Put/call open interest: 1.546