SIGI dealer exposure
SIGI dealer gamma (GEX), delta (DEX), vanna (VEX) and charm by strike, over all expiries or one.
- Options price a move of about ±$8.43 by 2026-12-18.
Updated 2026-11-03 16:36 UTC
SIGI dealer gamma (GEX), delta (DEX), vanna (VEX) and charm by strike, over all expiries or one.
Updated 2026-11-03 16:36 UTC