AZN gamma levels.
Where AZN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AZN $171.49 · down 0.63% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 180 (above price · 8.51 / 4.96% away); ↯ Surge, live flow 185 (above price · 13.51 / 7.88% away); ‖ call wall — ceiling, sticky 180 (above price · 8.51 / 4.96% away); ‖ put wall — floor, slippery 150 (below price · 21.49 / 12.53% away); ↘ Reversal 150 (below price · 21.49 / 12.53% away)
- Expected move today ±16.7 · pre-open reference
- Strikes nearest the money (high to low): 185 positive, 180 positive, 175 positive, 170 positive, 165 negative, 160 negative
- ATM implied volatility 34.6%