AEP gamma levels.
Where AEP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AEP $124.23 · up 1.16% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 130 (above price · 5.77 / 4.64% away); ↯ Surge, live flow 125 (above price · 0.77 / 0.62% away); ‖ call wall — ceiling, sticky 130 (above price · 5.77 / 4.64% away); ‖ put wall — floor, slippery 115 (below price · 9.23 / 7.43% away); ⚡ gamma flip 120.58 (below price · 3.65 / 2.94% away); ↘ Reversal 115 (below price · 9.23 / 7.43% away)
- Expected move today ±3.63
- Strikes nearest the money (high to low): 135 positive, 130 positive, 125 positive, 120 negative, 115 negative, 110 negative
- Since yesterday's close, positioning grew at 125, 130, 135 and faded at 120.
- ATM implied volatility 19.3%