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 $160.90 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 170 (above price · 9.10 / 5.66% away); ↯ Surge — live flow 160 (below price · 0.90 / 0.56% away); ‖ call wall — ceiling, sticky 170 (above price · 9.10 / 5.66% away); ‖ put wall — floor, slippery 140 (below price · 20.90 / 12.99% away); ↘ Reversal 140 (below price · 20.90 / 12.99% away)
- Expected move today ±11.0 · pre-open reference
- Strikes nearest the money (high to low): 167.5 positive, 165 positive, 162.5 positive, 160 positive, 157.5 negative, 155 positive
- Since yesterday's close, positioning grew at 165, 170, 175 and faded at 150.
- ATM implied volatility 64.3%