ASML gamma levels.
Where ASML tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ASML $1711.32 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 1800 (above price · 88.68 / 5.18% away); ↯ Surge — live flow 1730 (above price · 18.68 / 1.09% away); ‖ call wall — ceiling, sticky 1800 (above price · 88.68 / 5.18% away); ‖ put wall — floor, slippery 1600 (below price · 111.32 / 6.50% away); ⚡ gamma flip 1689.31 (below price · 22.01 / 1.29% away); ↘ Reversal 1600 (below price · 111.32 / 6.50% away)
- Expected move today ±80.7 · pre-open reference
- Strikes nearest the money (high to low): 1722.5 positive, 1720 positive, 1715 positive, 1710 positive, 1705 negative, 1700 positive
- Since yesterday's close, positioning grew at 1500, 1600, 1635 and faded at 1800, 1850, 1870.
- ATM implied volatility 50.6%