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 $13.49 · down 0.88% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 14 (above price · 0.51 / 3.78% away); ↯ Surge — live flow 14.5 (above price · 1.01 / 7.49% away); ‖ call wall — ceiling, sticky 14 (above price · 0.51 / 3.78% away); ‖ put wall — floor, slippery 12 (below price · 1.49 / 11.05% away); ⚡ gamma flip 13.14 (below price · 0.35 / 2.59% away); ↘ Reversal 12 (below price · 1.49 / 11.05% away)
- Expected move today ±0.65 · 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
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 12.5, 14.5, 15 and faded at 13.5, 14.
- ATM implied volatility 52.6%