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 $12.61 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 12.5 (below price · 0.11 / 0.87% away); ↯ Surge — live flow 22.5 (above price · 9.89 / 78.43% away); ‖ call wall — ceiling, sticky 20 (above price · 7.39 / 58.60% away); ‖ put wall — floor, slippery 12.5 (below price · 0.11 / 0.87% away); ⚡ gamma flip 12.9 (above price · 0.29 / 2.30% away); ↘ Reversal 20 (above price · 7.39 / 58.60% away)
- Expected move today ±2.69 · pre-open reference
- Strikes nearest the money (high to low): 20 positive, 17.5 positive, 15 positive, 12.5 negative, 10 negative, 7.5 negative
- Since yesterday's close, positioning faded at 12.5.
- ATM implied volatility 136.6%