ACAD gamma levels.
Where ACAD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ACAD $20.54 · up 1.08% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 21 (above price · 0.46 / 2.24% away); ↯ Surge, live flow 21 (above price · 0.46 / 2.24% away); ‖ call wall — ceiling, sticky 21 (above price · 0.46 / 2.24% away); ‖ put wall — floor, slippery 20 (below price · 0.54 / 2.63% away); ⚡ gamma flip 20.16 (below price · 0.38 / 1.85% away); ↘ Reversal 20 (below price · 0.54 / 2.63% away)
- Expected move today ±2.45 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22 positive, 21 positive, 20 negative, 19 negative, 18 negative
- Since yesterday's close, positioning grew at 18 and faded at 21.
- ATM implied volatility 48.8%