SO dealer exposure

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

• SO options traded $515.69K in premium on 2026-11-02: $275.69K in calls and $240.00K in puts, a net bullish lean of $39.90K.
• Put/call ratio 0.87, implied volatility 27.9%.
• Options price a move of about ±$7.56 by 2026-11-06.

Updated 2026-11-03 13:30 UTC