AON gamma levels.
Where AON tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AON $274.78 · up 0.48% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 260 (below price · 14.78 / 5.38% away); ↯ Surge, live flow 270 (below price · 4.78 / 1.74% away); ‖ call wall — ceiling, sticky 340 (above price · 65.22 / 23.74% away); ‖ put wall — floor, slippery 260 (below price · 14.78 / 5.38% away); ↘ Reversal 340 (above price · 65.22 / 23.74% away)
- Expected move today ±11.4
- Strikes nearest the money (high to low): 300 positive, 290 negative, 280 negative, 270 negative, 260 negative, 250 negative
- Since yesterday's close, positioning grew at 280 and faded at 300.
- ATM implied volatility 32.7%