SFM dealer exposure

SFM dealer gamma (GEX), delta (DEX), vanna (VEX) and charm by strike, over all expiries or one.

• SFM options traded $356.85K in premium on 2026-11-02: $211.60K in calls and $145.25K in puts, a net bullish lean of $123.40K.
• Put/call ratio 0.69.
• Options price a move of about ±$5.89 by 2026-11-20.
• Max pain for 2026-11-20 is $65.0.

Updated 2026-11-03 12:37 UTC