AAP gamma levels.
Where AAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AAP $42.90 · down 1.76% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 50 (above price · 7.10 / 16.55% away); ↯ Surge — live flow 42 (below price · 0.90 / 2.10% away); ‖ call wall — ceiling, sticky 50 (above price · 7.10 / 16.55% away); ‖ put wall — floor, slippery 40 (below price · 2.90 / 6.76% away); ⚡ gamma flip 40.74 (below price · 2.16 / 5.03% away); ↘ Reversal 40 (below price · 2.90 / 6.76% away)
- Expected move today ±0.75
- Strikes nearest the money (high to low): 44 sticky, 43.5 sticky, 43 slippery, 42.5 slippery, 42 sticky, 41.5 slippery
- Since yesterday's close, positioning grew at 40, 45 and faded at 43, 46, 50.
- ATM implied volatility 40.4%