AMCR gamma levels.
Where AMCR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMCR $46.11 · down 0.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 44 (below price · 2.11 / 4.58% away); ↯ Surge, live flow 50 (above price · 3.89 / 8.44% away); ‖ call wall — sticky, but below price · not a ceiling from here 44 (below price · 2.11 / 4.58% away); ‖ put wall — floor, slippery 41 (below price · 5.11 / 11.08% away); ↘ Reversal 41 (below price · 5.11 / 11.08% away)
- Expected move today ±5.12
- Strikes nearest the money (high to low): 49 positive, 48 positive, 47 positive, 46 positive, 45 positive, 44 positive
- Since yesterday's close, positioning grew at 50.
- ATM implied volatility 33.0%