AER gamma levels.
Where AER tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AER $159.71 · up 2.72% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 0.29 / 0.18% away); ↯ Surge, live flow 170 (above price · 10.29 / 6.44% away); ‖ call wall — ceiling, sticky 160 (above price · 0.29 / 0.18% away); ‖ put wall — floor, slippery 120 (below price · 39.71 / 24.86% away); ↘ Reversal 140 (below price · 19.71 / 12.34% away)
- Expected move today ±9.88 · pre-open reference
- Strikes nearest the money (high to low): 170 positive, 165 positive, 160 positive, 155 positive, 150 positive, 145 positive
- ATM implied volatility 25.0%