AMGN gamma levels.
Where AMGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMGN $417.57 · up 0.65% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 420 (above price · 2.43 / 0.58% away); ↯ Surge, live flow 420 (above price · 2.43 / 0.58% away); ‖ call wall — ceiling, sticky 420 (above price · 2.43 / 0.58% away); ‖ put wall — floor, slippery 380 (below price · 37.57 / 9.00% away); ⚡ gamma flip 392.83 (below price · 24.74 / 5.92% away); ↘ Reversal 380 (below price · 37.57 / 9.00% away)
- Expected move today ±15.1
- Strikes nearest the money (high to low): 425 positive, 422.5 positive, 420 positive, 417.5 positive, 415 positive, 412.5 positive
- Since yesterday's close, positioning grew at 420, 427.5, 440 and faded at 460.
- ATM implied volatility 30.9%