ALLY gamma levels.
Where ALLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALLY $37.91 · up 0.85% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 39 (above price · 1.09 / 2.88% away); ↯ Surge, live flow 37 (below price · 0.91 / 2.40% away); ‖ call wall — ceiling, sticky 39 (above price · 1.09 / 2.88% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 2.09 / 5.51% away); ⚡ gamma flip 35.79 (below price · 2.12 / 5.59% away); ↘ Reversal 40 (above price · 2.09 / 5.51% away)
- Expected move today ±1.35
- Strikes nearest the money (high to low): 40 negative, 39 positive, 38 positive, 37 positive, 36 negative, 35 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 40, 42 and faded at 38.
- ATM implied volatility 50.9%