AGIO gamma levels.
Where AGIO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AGIO $37.23 · down 2.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (below price · 7.23 / 19.42% away); ↯ Surge, live flow 40 (above price · 2.77 / 7.44% away); ‖ call wall — sticky, but below price · not a ceiling from here 30 (below price · 7.23 / 19.42% away); ‖ put wall — floor, slippery 25 (below price · 12.23 / 32.85% away)
- Expected move today ±8.28 · pre-open reference
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 positive, 35 positive, 30 positive, 25 negative
- ATM implied volatility 109.6%