AIG gamma levels.
Where AIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AIG $76.12 · up 0.49% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 72.5 (below price · 3.62 / 4.76% away); ↯ Surge — live flow 75 (below price · 1.12 / 1.47% away); ‖ call wall — ceiling, sticky 80 (above price · 3.88 / 5.10% away); ‖ put wall — floor, slippery 72.5 (below price · 3.62 / 4.76% away); ⚡ gamma flip 78.78 (above price · 2.66 / 3.49% away); ↘ Reversal 80 (above price · 3.88 / 5.10% away)
- Expected move today ±1.64
- Strikes nearest the money (high to low): 82.5 sticky, 80 sticky, 77.5 slippery, 75 slippery, 72.5 slippery, 70 slippery
- Since yesterday's close, positioning grew at 60, 77.5 and faded at 70, 75, 80.
- ATM implied volatility 20.7%