ALL gamma levels.
Where ALL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ALL $260.58 · up 1.15% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 250 (below price · 10.58 / 4.06% away); ↯ Surge — live flow 230 (below price · 30.58 / 11.74% away); ‖ call wall — ceiling, sticky 270 (above price · 9.42 / 3.62% away); ‖ put wall — floor, slippery 250 (below price · 10.58 / 4.06% away); ⚡ gamma flip 264.32 (above price · 3.74 / 1.44% away); ↘ Reversal 270 (above price · 9.42 / 3.62% away)
- Expected move today ±14.8
- Strikes nearest the money (high to low): 290 sticky, 280 sticky, 270 sticky, 260 slippery, 250 slippery, 240 slippery
- Since yesterday's close, positioning grew at 270 and faded at 240, 250.
- ATM implied volatility 23.4%