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 $1424.75 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 1400 (below price · 24.75 / 1.74% away); ↯ Surge, live flow 1300 (below price · 124.75 / 8.76% away); ‖ call wall — ceiling, sticky 1465 (above price · 40.25 / 2.83% away); ‖ put wall — floor, slippery 1400 (below price · 24.75 / 1.74% away); ↘ Reversal 1465 (above price · 40.25 / 2.83% away)
- Expected move today ±122.8 · pre-open reference
- Strikes nearest the money (high to low): 1435 negative, 1430 negative, 1425 negative, 1420 negative, 1415 negative, 1410 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 1240, 1300, 1465 and faded at 1400, 1450, 1500.
- ATM implied volatility 62.2%