ALGN gamma levels.
Where ALGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALGN $166.00 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 165 (below price · 1.00 / 0.60% away); ↯ Surge, live flow 162.5 (below price · 3.50 / 2.11% away); ‖ call wall — sticky, but below price · not a ceiling from here 165 (below price · 1.00 / 0.60% away); ‖ put wall — floor, slippery 140 (below price · 26.00 / 15.66% away); ↘ Reversal 140 (below price · 26.00 / 15.66% away)
- Expected move today ±9.47 · pre-open reference
- Strikes nearest the money (high to low): 172.5 positive, 170 positive, 167.5 positive, 165 positive, 162.5 positive, 160 negative
- Since yesterday's close, positioning faded at 165.
- ATM implied volatility 48.9%