AEP gamma levels.
Where AEP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AEP $122.31 · down 0.33% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 130 (above price · 7.69 / 6.29% away); ↯ Surge — live flow 115 (below price · 7.31 / 5.98% away); ‖ call wall — ceiling, sticky 130 (above price · 7.69 / 6.29% away); ‖ put wall — floor, slippery 120 (below price · 2.31 / 1.89% away); ⚡ gamma flip 121.11 (below price · 1.20 / 0.98% away); ↘ Reversal 120 (below price · 2.31 / 1.89% away)
- Expected move today ±5.35
- Strikes nearest the money (high to low): 135 sticky, 130 sticky, 125 slippery, 120 slippery, 115 slippery, 110 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 120, 130.
- ATM implied volatility 18.7%