AA gamma levels.
Where AA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AA $41.67 · down 1.26% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (below price · 1.67 / 4.01% away); ↯ Surge, live flow 44.5 (above price · 2.83 / 6.79% away); ‖ call wall — ceiling, sticky 50 (above price · 8.33 / 19.99% away); ‖ put wall — floor, slippery 40 (below price · 1.67 / 4.01% away); ⚡ gamma flip 43.16 (above price · 1.49 / 3.58% away); ↘ Reversal 50 (above price · 8.33 / 19.99% away)
- Expected move today ±3.63
- Strikes nearest the money (high to low): 43 positive, 42.5 negative, 42 negative, 41.5 negative, 41 negative, 40.5 negative
- Since yesterday's close, positioning grew at 40, 45 and faded at 50.
- ATM implied volatility 77.9%