AAON gamma levels.
Where AAON tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AAON $75.30 · down 0.41% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 19.70 / 26.16% away); ↯ Surge, live flow 105 (above price · 29.70 / 39.44% away); ‖ call wall — ceiling, sticky 95 (above price · 19.70 / 26.16% away); ‖ put wall — floor, slippery 65 (below price · 10.30 / 13.68% away); ↘ Reversal 65 (below price · 10.30 / 13.68% away)
- Expected move today ±17.6 · pre-open reference
- Strikes nearest the money (high to low): 90 positive, 85 positive, 80 positive, 75 positive, 70 positive, 65 negative
- ATM implied volatility 95.9%