AU gamma levels.
Where AU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- AU $113.20 · down 4.39% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 120 (above price · 6.80 / 6.01% away); ↯ Surge — live flow 100 (below price · 13.20 / 11.66% away); ‖ call wall — ceiling, sticky 120 (above price · 6.80 / 6.01% away); ‖ put wall — floor, slippery 100 (below price · 13.20 / 11.66% away); ⚡ gamma flip 111.58 (below price · 1.62 / 1.43% away); ↘ Reversal 100 (below price · 13.20 / 11.66% away)
- Expected move today ±16.4
- Strikes nearest the money (high to low): 125 sticky, 120 sticky, 115 sticky, 110 sticky, 105 slippery, 100 slippery
- Since yesterday's close, positioning grew at 100 and faded at 125.
- ATM implied volatility 53.6%