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 $64.26 · down 4.50% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 60 (below price · 4.26 / 6.63% away); ↯ Surge — live flow 70 (above price · 5.74 / 8.93% away); ‖ call wall — ceiling, sticky 90 (above price · 25.74 / 40.06% away); ‖ put wall — floor, slippery 60 (below price · 4.26 / 6.63% away); ↘ Reversal 90 (above price · 25.74 / 40.06% away)
- Expected move today ±10.1 · pre-open reference
- Strikes nearest the money (high to low): 66 negative, 65 positive, 64 negative, 63 negative, 62.5 negative, 62 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 67, 70, 80 and faded at 73, 90.
- ATM implied volatility 116.4%