AAL gamma levels.
Where AAL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AAL $13.18 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 12 (below price · 1.18 / 8.95% away); ↯ Surge, live flow 13.5 (above price · 0.32 / 2.43% away); ‖ call wall — ceiling, sticky 14 (above price · 0.82 / 6.22% away); ‖ put wall — floor, slippery 12 (below price · 1.18 / 8.95% away); ⚡ gamma flip 13.38 (above price · 0.20 / 1.52% away); ↘ Reversal 14 (above price · 0.82 / 6.22% away)
- Expected move today ±0.98 · pre-open reference
- Strikes nearest the money (high to low): 14.5 positive, 14 positive, 13.5 positive, 13 negative, 12.5 negative, 12 negative
- Since yesterday's close, positioning grew at 12, 13, 14 and faded at 10, 11, 11.5.
- ATM implied volatility 51.7%