AMZN gamma levels.
Where AMZN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMZN $259.30 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 275 (above price · 15.70 / 6.05% away); ↯ Surge, live flow 265 (above price · 5.70 / 2.20% away); ‖ call wall — ceiling, sticky 275 (above price · 15.70 / 6.05% away); ‖ put wall — floor, slippery 240 (below price · 19.30 / 7.44% away); ⚡ gamma flip 238.16 (below price · 21.14 / 8.15% away); ↘ Reversal 240 (below price · 19.30 / 7.44% away)
- Expected move today ±7.36 · pre-open reference
- Strikes nearest the money (high to low): 265 positive, 262.5 positive, 260 positive, 257.5 negative, 255 positive, 252.5 negative
- Since yesterday's close, positioning faded at 255, 265, 270.
- ATM implied volatility 31.0%