HUM (HUM) options memo
The Read
The Read is generated on demand from the live tape.
Key numbers
- Spot: $387.97
- Lean: neutral
- Nearest expiry: Fri 8/28
- Implied move: 2.4%
- ATM implied volatility: 45.6%
- Max pain: $380.00
- Pin strike: $387.50
- Gamma flip: $385.59
- Dealer positioning: SHORT GAMMA
- Call wall: $387.50
- Put wall: $365.00
- Put/call open interest: 0.743