ACGL gamma levels.
Where ACGL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ACGL $97.16 · up 1.66% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (below price · 2.16 / 2.22% away); ↯ Surge, live flow 95 (below price · 2.16 / 2.22% away); ‖ call wall — ceiling, sticky 100 (above price · 2.84 / 2.92% away); ‖ put wall — floor, slippery 95 (below price · 2.16 / 2.22% away); ⚡ gamma flip 97.15 (below price · 0.01 / 0.01% away); ↘ Reversal 100 (above price · 2.84 / 2.92% away)
- Expected move today ±3.60 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 negative, 90 negative, 85 negative
- ATM implied volatility 26.5%