AVAV gamma levels.
Where AVAV tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AVAV $112.76 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 115 (above price · 2.24 / 1.99% away); ↯ Surge, live flow 115 (above price · 2.24 / 1.99% away); ‖ call wall — ceiling, sticky 145 (above price · 32.24 / 28.59% away); ‖ put wall — slippery, but above price · not a floor from here 115 (above price · 2.24 / 1.99% away); ⚡ gamma flip 123.53 (above price · 10.77 / 9.55% away); ↘ Reversal 145 (above price · 32.24 / 28.59% away)
- Expected move today ±12.2 · pre-open reference
- Strikes nearest the money (high to low): 115 negative, 114 negative, 113 negative, 112 negative, 111 positive, 110 negative
- Since yesterday's close, positioning grew at 115, 140, 145 and faded at 90, 110, 130.
- ATM implied volatility 81.7%