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MCO

Moody's Corporation
MCO KEY LEVELSCaptured 2026-09-16 05:10 ET
-$10.4MNet dealer gamma, Neutral Gamma: Spot At the Flip
470Largest gamma strike, -$7.1M net
500Call wall
450Put wall

Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

FinanceFinancial Data & Stock ExchangesMkt Cap: 80BAvg Vol: 1M

LIVE MARKET SNAPSHOT

DEALER GAMMA (GEX)
Call Wall500
Put Wall450
GEX Flip470
Vol Trigger490
Net GEX-$10.4M
Neutral Gamma: Spot At the Flip

Cached snapshot as of 2026-09-16 09:10 UTC, live streaming data in the terminal.

MCO DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near MCO's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the MCO option chain, not the whole book: the 30 strikes nearest spot out of 43 seen, 366 contract rows spanning 5 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

StrikeNet GEXCall GEXPut GEXConcentration
320$0$0$0
330$0$0$0
340$0$0$0
350$0$0$0
360$0$0$0
370$0$0$0
380$0$0$0
390$0$0$0
400$0$0$0
410-$29.6K$0-$29.6K
420-$21.1K$0-$21.1K
430-$101.3K$0-$101.3K
440-$191.7K$0-$191.7K
450PUT WALL-$4.8M$0-$4.8M
460$0$0$0
470SPOTGEX FLIP-$7.1M$92.8K-$7.2M
480-$70.2K$0-$70.2K
490$28.3K$28.3K$0
500CALL WALL$1.7M$1.7M$0
510$123.7K$123.7K$0
520$0$0$0
530$0$0$0
540$14.0K$14.0K$0
550$0$0$0
560$0$0$0
570$0$0$0
580$0$0$0
590$0$0$0
600$0$0$0
610$0$0$0

These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

ABOUT MCO

Moody's provides credit ratings, research, and risk analysis through Moody's Investors Service and data analytics solutions through Moody's Analytics. The company rates debt instruments and entities, serving as one of three dominant credit rating agencies globally.

WHY TRACK MCO ON SQUAWKFLOW

MCO options flow signals debt issuance and credit market activity expectations. Bond market conditions directly drive ratings revenue. Credit cycle positioning and default rate expectations show up in institutional options activity.

MCO DATA ON SQUAWKFLOW

Options Flow

MCO options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last MCO price, change, volume, and the current dealer-gamma regime

GEX Dashboard

MCO gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of MCO market microstructure in real time

News Sentiment

MCO news with AI sentiment scoring and impact analysis

Sector Context

Finance sector rotation and relative strength vs peers

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