AON gamma levels.
Where AON tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AON $355.40 · up 1.67% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 360 (above price · 4.60 / 1.29% away); ↯ Surge — live flow 380 (above price · 24.60 / 6.92% away); ‖ call wall — ceiling, sticky 360 (above price · 4.60 / 1.29% away); ‖ put wall — floor, slippery 320 (below price · 35.40 / 9.96% away); ⚡ gamma flip 324.78 (below price · 30.62 / 8.62% away); ↘ Reversal 320 (below price · 35.40 / 9.96% away)
- Expected move today ±18.7
- Strikes nearest the money (high to low): 380 sticky, 370 sticky, 360 sticky, 350 sticky, 340 slippery, 330 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 360, 380, 390 and faded at 320.
- ATM implied volatility 20.1%