GEHC (GEHC) options memo
The Read
The Read is generated on demand from the live tape.
Key numbers
- Spot: $72.63
- Lean: neutral
- Nearest expiry: Fri 8/21
- Implied move: 3.2%
- ATM implied volatility: 60.4%
- Max pain: $65.00
- Pin strike: $75.00
- Gamma flip: $67.41
- Dealer positioning: SHORT GAMMA
- Call wall: $75.00
- Put wall: $60.00
- Put/call open interest: 0.418