ALGM gamma levels.
Where ALGM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALGM $33.79 · down 5.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 1.21 / 3.58% away); ↯ Surge, live flow 32.5 (below price · 1.29 / 3.82% away); ‖ call wall — ceiling, sticky 35 (above price · 1.21 / 3.58% away); ‖ put wall — floor, slippery 32.5 (below price · 1.29 / 3.82% away); ↘ Reversal 32.5 (below price · 1.29 / 3.82% away)
- Expected move today ±2.79
- Strikes nearest the money (high to low): 40 positive, 37.5 positive, 35 positive, 32.5 negative, 30 negative, 27.5 positive
- Since yesterday's close, positioning faded at 37.5, 40.
- ATM implied volatility 70.4%