AME gamma levels.
Where AME tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AME $249.89 · up 0.53% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 250 (above price · 0.11 / 0.04% away); ↯ Surge, live flow 240 (below price · 9.89 / 3.96% away); ‖ call wall — ceiling, sticky 250 (above price · 0.11 / 0.04% away); ‖ put wall — floor, slippery 240 (below price · 9.89 / 3.96% away); ↘ Reversal 240 (below price · 9.89 / 3.96% away)
- Expected move today ±7.27
- Strikes nearest the money (high to low): 270 positive, 260 positive, 250 positive, 240 negative, 230 negative, 220 positive
- 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 250, 260.
- ATM implied volatility 24.3%