ALM gamma levels.
Where ALM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ALM $18.51 · up 4.64% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 17.5 (below price · 1.01 / 5.46% away); ↯ Surge — live flow 17.5 (below price · 1.01 / 5.46% away); ‖ call wall — ceiling, sticky 17.5 (below price · 1.01 / 5.46% away); ‖ put wall — floor, slippery 12.5 (below price · 6.01 / 32.47% away); ↘ Reversal 12.5 (below price · 6.01 / 32.47% away)
- Expected move today ±0.96
- Strikes nearest the money (high to low): 25 sticky, 22.5 sticky, 20 sticky, 17.5 sticky, 15 sticky, 12.5 slippery
- Since yesterday's close, positioning faded at 15, 17.5, 20.
- ATM implied volatility 91.2%