ARE gamma levels.
Where ARE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ARE $51.37 · up 1.04% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 55 (above price · 3.63 / 7.07% away); ↯ Surge — live flow 55 (above price · 3.63 / 7.07% away); ‖ call wall — ceiling, sticky 55 (above price · 3.63 / 7.07% away); ‖ put wall — floor, slippery 47.5 (below price · 3.87 / 7.53% away); ⚡ gamma flip 52.21 (above price · 0.84 / 1.64% away); ↘ Reversal 47.5 (below price · 3.87 / 7.53% away)
- Expected move today ±3.04 · pre-open reference
- Strikes nearest the money (high to low): 57.5 positive, 55 positive, 52.5 negative, 50 negative, 47.5 negative, 45 negative
- Since yesterday's close, positioning grew at 55, 57.5, 60 and faded at 47.5, 50.
- ATM implied volatility 68.4%