ALGM gamma levels.
Where ALGM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ALGM $35.77 · down 4.84% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 35 (below price · 0.77 / 2.15% away); ↯ Surge — live flow 25 (below price · 10.77 / 30.11% away); ‖ call wall — ceiling, sticky 50 (above price · 14.23 / 39.78% away); ‖ put wall — floor, slippery 35 (below price · 0.77 / 2.15% away); ↘ Reversal 50 (above price · 14.23 / 39.78% away)
- Expected move today ±5.60
- Strikes nearest the money (high to low): 42.5 slippery, 40 slippery, 37.5 slippery, 35 slippery, 32.5 slippery, 30 slippery
- Since yesterday's close, positioning grew at 30, 32.5, 35 and faded at 40, 42.5, 50.
- ATM implied volatility 57.0%