AMBA gamma levels.
Where AMBA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMBA $64.27 · down 3.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (below price · 4.27 / 6.64% away); ↯ Surge, live flow 65 (above price · 0.73 / 1.14% away); ‖ call wall — ceiling, sticky 90 (above price · 25.73 / 40.03% away); ‖ put wall — floor, slippery 60 (below price · 4.27 / 6.64% away); ⚡ gamma flip 63.3 (below price · 0.97 / 1.51% away); ↘ Reversal 90 (above price · 25.73 / 40.03% away)
- Expected move today ±5.84 · pre-open reference
- Strikes nearest the money (high to low): 66 positive, 65 negative, 64 positive, 63 negative, 62.5 negative, 62 negative
- Since yesterday's close, positioning grew at 63, 65, 69 and faded at 70, 80, 90.
- ATM implied volatility 129.4%