ARES gamma levels.
Where ARES tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ARES $126.48 · up 2.15% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 120 (below price · 6.48 / 5.12% away); ↯ Surge, live flow 126 (below price · 0.48 / 0.38% away); ‖ call wall — ceiling, sticky 150 (above price · 23.52 / 18.60% away); ‖ put wall — floor, slippery 120 (below price · 6.48 / 5.12% away); ↘ Reversal 150 (above price · 23.52 / 18.60% away)
- Expected move today ±5.49
- Strikes nearest the money (high to low): 129 negative, 128 positive, 127 positive, 126 positive, 125 negative, 124 negative
- 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 120, 124, 140.
- ATM implied volatility 67.4%