AS gamma levels.
Where AS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AS $28.19 · up 0.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 27 (below price · 1.19 / 4.22% away); ↯ Surge — live flow 29 (above price · 0.81 / 2.87% away); ‖ call wall — sticky, but below price · not a ceiling from here 27 (below price · 1.19 / 4.22% away); ‖ put wall — floor, slippery 25 (below price · 3.19 / 11.32% away); ↘ Reversal 25 (below price · 3.19 / 11.32% away)
- Expected move today ±2.16 · pre-open reference
- Strikes nearest the money (high to low): 29.5 positive, 29 positive, 28.5 positive, 28 negative, 27.5 negative, 27 positive
- Since yesterday's close, positioning grew at 27, 28, 29 and faded at 32.5, 35, 40.
- ATM implied volatility 53.4%