ALM gamma levels.
Where ALM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALM $13.52 · up 0.90% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 12.5 (below price · 1.02 / 7.54% away); ↯ Surge, live flow 15 (above price · 1.48 / 10.95% away); ‖ call wall — ceiling, sticky 25 (above price · 11.48 / 84.91% away); ‖ put wall — floor, slippery 12.5 (below price · 1.02 / 7.54% away); ↘ Reversal 25 (above price · 11.48 / 84.91% away)
- Expected move today ±2.01
- Strikes nearest the money (high to low): 20 positive, 17.5 positive, 15 negative, 12.5 negative, 10 negative, 7.5 negative
- Since yesterday's close, positioning grew at 12.5 and faded at 25.
- ATM implied volatility 94.3%