AAOI gamma levels.
Where AAOI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AAOI $106.53 · down 1.97% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (above price · 3.47 / 3.26% away); ↯ Surge — live flow 120 (above price · 13.47 / 12.64% away); ‖ call wall — ceiling, sticky 110 (above price · 3.47 / 3.26% away); ‖ put wall — floor, slippery 100 (below price · 6.53 / 6.13% away); ⚡ gamma flip 99.29 (below price · 7.24 / 6.80% away); ↘ Reversal 100 (below price · 6.53 / 6.13% away)
- Expected move today ±9.37 · pre-open reference
- Strikes nearest the money (high to low): 109 positive, 108 positive, 107 negative, 106 negative, 105 positive, 104 positive
- 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 faded at 130.
- ATM implied volatility 97.9%