ADUR gamma levels.
Where ADUR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ADUR $10.58 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 10 (below price · 0.58 / 5.48% away); ↯ Surge, live flow 12.5 (above price · 1.92 / 18.15% away); ‖ call wall — ceiling, sticky 15 (above price · 4.42 / 41.78% away); ‖ put wall — floor, slippery 10 (below price · 0.58 / 5.48% away); ⚡ gamma flip 11.16 (above price · 0.58 / 5.48% away); ↘ Reversal 15 (above price · 4.42 / 41.78% away)
- Expected move today ±1.80 · pre-open reference
- Strikes nearest the money (high to low): 17.5 positive, 15 positive, 12.5 positive, 10 negative, 7.5 negative, 5 positive
- Since yesterday's close, positioning grew at 10, 15, 17.5 and faded at 7.5.
- ATM implied volatility 91.3%