AA gamma levels.
Where AA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AA $50.32 · down 1.70% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 55 (above price · 4.68 / 9.30% away); ↯ Surge — live flow 53 (above price · 2.68 / 5.33% away); ‖ call wall — ceiling, sticky 55 (above price · 4.68 / 9.30% away); ‖ put wall — floor, slippery 40 (below price · 10.32 / 20.51% away); ⚡ gamma flip 47.14 (below price · 3.18 / 6.32% away); ↘ Reversal 45 (below price · 5.32 / 10.57% away)
- Expected move today ±0.81
- Strikes nearest the money (high to low): 52 sticky, 51 slippery, 50 sticky, 49.5 slippery, 49 slippery, 48.5 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning faded at 51, 52, 53.
- ATM implied volatility 44.0%