AU gamma levels.
Where AU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AU $93.44 · down 0.76% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 80 (below price · 13.44 / 14.38% away); ↯ Surge, live flow 110 (above price · 16.56 / 17.72% away); ‖ call wall — ceiling, sticky 110 (above price · 16.56 / 17.72% away); ‖ put wall — floor, slippery 80 (below price · 13.44 / 14.38% away); ↘ Reversal 110 (above price · 16.56 / 17.72% away)
- Expected move today ±6.64
- Strikes nearest the money (high to low): 105 positive, 100 negative, 95 negative, 90 negative, 85 negative, 80 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 100 and faded at 95, 110.
- ATM implied volatility 53.0%