$72.5 · Jul 17 · 23Δ
$0.76 premium · 12%/yr annualized
CITIZENS FINANCIAL GROUP
Free ward
We DM you the instant the $73 call wall or the $65 put wall breaks. No noise, just the break.
Wall-break alerts arrive as a Discord DM.
Free ward
We DM you the instant the $73 call wall or the $65 put wall breaks.
—
Warded
We'll DM you the moment the $73 call wall breaks. Rest easy.
The Read
$CFG is in long gamma at heat 23, which keeps moves dampened by dealer hedging. The $72.5 call wall has been untested yesterday and could pin any upside push, while the $65 put wall also went untested. Spot is 12.1% above its $60.32 gamma flip, so a test of that level may see dealers stepping in to dampen further gains.
Regime pinning — moves get faded back to the walls.
Scored Levels
PROWhere the market is positioned
Risk-neutral, implied by options pricing — where the market is positioned, not a forecast.
Implied vs Measured
PRO$72.5 · Jul 17 · 23Δ
$0.76 premium · 12%/yr annualized
$65 · Jul 17 · 32Δ
$1.57 premium · 26%/yr annualized
Not investment advice · Informational only
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Dealer positioning, scored in public. Methodology + sample sizes always visible.
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