ASX gamma levels.
Where ASX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ASX $47.60 · up 0.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 47.5 (below price · 0.10 / 0.21% away); ↯ Surge, live flow 45 (below price · 2.60 / 5.46% away); ‖ call wall — sticky, but below price · not a ceiling from here 47.5 (below price · 0.10 / 0.21% away); ‖ put wall — floor, slippery 35 (below price · 12.60 / 26.47% away); ↘ Reversal 35 (below price · 12.60 / 26.47% away)
- Expected move today ±2.95 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 52.5 positive, 50 positive, 47.5 positive, 45 positive, 42.5 positive
- ATM implied volatility 68.5%