ALC gamma levels.
Where ALC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALC $71.13 · up 1.86% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 67.5 (below price · 3.63 / 5.10% away); ↯ Surge, live flow 70 (below price · 1.13 / 1.59% away); ‖ call wall — sticky, but below price · not a ceiling from here 67.5 (below price · 3.63 / 5.10% away); ‖ put wall — floor, slippery 62.5 (below price · 8.63 / 12.13% away); ⚡ gamma flip 64.4 (below price · 6.73 / 9.46% away); ↘ Reversal 62.5 (below price · 8.63 / 12.13% away)
- Expected move today ±7.00 · pre-open reference
- Strikes nearest the money (high to low): 77.5 positive, 75 positive, 72.5 positive, 70 negative, 67.5 positive, 65 negative
- ATM implied volatility 39.3%