AAPL gamma levels.
Where AAPL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AAPL $339.75 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 340 (above price · 0.25 / 0.07% away); ↯ Surge — live flow 345 (above price · 5.25 / 1.55% away); ‖ call wall — ceiling, sticky 340 (above price · 0.25 / 0.07% away); ‖ put wall — floor, slippery 327.5 (below price · 12.25 / 3.61% away); ↘ Reversal 327.5 (below price · 12.25 / 3.61% away)
- Expected move today ±4.52 · pre-open reference
- Strikes nearest the money (high to low): 345 positive, 342.5 positive, 340 positive, 337.5 positive, 335 positive, 332.5 negative
- ATM implied volatility 25.3%