AGX gamma levels.
Where AGX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AGX $363.01 · up 2.93% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 380 (above price · 16.99 / 4.68% away); ↯ Surge, live flow 330 (below price · 33.01 / 9.09% away); ‖ call wall — ceiling, sticky 400 (above price · 36.99 / 10.19% away); ‖ put wall — slippery, but above price · not a floor from here 380 (above price · 16.99 / 4.68% away); ↘ Reversal 400 (above price · 36.99 / 10.19% away)
- Expected move today ±59.0 · pre-open reference
- Strikes nearest the money (high to low): 390 negative, 380 negative, 370 positive, 360 positive, 350 negative, 340 negative
- Since yesterday's close, positioning grew at 350.
- ATM implied volatility 62.8%