ALL gamma levels.
Where ALL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALL $232.60 · up 1.38% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 220 (below price · 12.60 / 5.42% away); ↯ Surge, live flow 230 (below price · 2.60 / 1.12% away); ‖ call wall — ceiling, sticky 260 (above price · 27.40 / 11.78% away); ‖ put wall — floor, slippery 220 (below price · 12.60 / 5.42% away); ⚡ gamma flip 236.44 (above price · 3.84 / 1.65% away); ↘ Reversal 260 (above price · 27.40 / 11.78% away)
- Expected move today ±9.09
- Strikes nearest the money (high to low): 260 positive, 250 positive, 240 negative, 230 positive, 220 negative, 210 negative
- Since yesterday's close, positioning grew at 240, 250, 260 and faded at 210, 220, 230.
- ATM implied volatility 28.6%