AMRZ gamma levels.
Where AMRZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMRZ $41.44 · up 3.52% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 37.5 (below price · 3.94 / 9.51% away); ↯ Surge, live flow 40 (below price · 1.44 / 3.47% away); ‖ call wall — sticky, but below price · not a ceiling from here 40 (below price · 1.44 / 3.47% away); ‖ put wall — floor, slippery 37.5 (below price · 3.94 / 9.51% away); ↘ Reversal 40 (below price · 1.44 / 3.47% away)
- Expected move today ±4.30 · pre-open reference
- Strikes nearest the money (high to low): 47.5 negative, 45 positive, 42.5 positive, 40 positive, 37.5 negative, 35 negative
- ATM implied volatility 43.6%