XYZ (XYZ) options memo

The Read

The Read is generated on demand from the live tape.

Key numbers

• Spot: $82.88
• Lean: neutral
• Nearest expiry: Fri 8/21
• Implied move: 2.0%
• ATM implied volatility: 37.6%
• Max pain: $79.00
• Pin strike: $95.00
• Gamma flip: $79.17
• Dealer positioning: SHORT GAMMA
• Call wall: $95.00
• Put wall: $74.00
• Put/call open interest: 0.789