CAT flow by strike and expiry
Where CAT options flow went today: premium on a rise and on a drop by strike and expiration.
- CAT options traded $4.68M in premium on 2026-11-02: $2.93M in calls and $1.75M in puts, a net bullish lean of $485.81K.
- Put/call ratio 0.60, implied volatility 46.1%.
- Options price a move of about ±$38.51 by 2026-11-06.
- Max pain for 2026-11-06 is $650.0.
Updated 2026-11-02 17:55 UTC