ALNY gamma levels.
Where ALNY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALNY $227.02 · down 2.43% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 280 (above price · 52.98 / 23.34% away); ↯ Surge, live flow 220 (below price · 7.02 / 3.09% away); ‖ call wall — ceiling, sticky 280 (above price · 52.98 / 23.34% away); ‖ put wall — floor, slippery 200 (below price · 27.02 / 11.90% away); ⚡ gamma flip 224.01 (below price · 3.01 / 1.33% away); ↘ Reversal 200 (below price · 27.02 / 11.90% away)
- Expected move today ±13.8
- Strikes nearest the money (high to low): 250 positive, 240 positive, 230 negative, 220 negative, 210 negative, 200 negative
- Since yesterday's close, positioning grew at 200, 230 and faded at 240, 250.
- ATM implied volatility 49.0%