AMGN gamma levels.
Where AMGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AMGN $432.42 · down 1.05% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 440 (above price · 7.58 / 1.75% away); ↯ Surge — live flow 422.5 (below price · 9.92 / 2.29% away); ‖ call wall — ceiling, sticky 440 (above price · 7.58 / 1.75% away); ‖ put wall — floor, slippery 427.5 (below price · 4.92 / 1.14% away); ⚡ gamma flip 397.89 (below price · 34.53 / 7.99% away); ↘ Reversal 427.5 (below price · 4.92 / 1.14% away)
- Expected move today ±3.92
- Strikes nearest the money (high to low): 437.5 sticky, 435 sticky, 432.5 slippery, 430 sticky, 427.5 slippery, 425 slippery
- Since yesterday's close, positioning grew at 445, 460 and faded at 422.5, 427.5, 430.
- ATM implied volatility 35.9%