AZO gamma levels.
Where AZO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AZO $2898.85 · down 1.39% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 3200 (above price · 301.15 / 10.39% away); ↯ Surge, live flow 2920 (above price · 21.15 / 0.73% away); ‖ call wall — ceiling, sticky 3000 (above price · 101.15 / 3.49% away); ‖ put wall — slippery, but above price · not a floor from here 3200 (above price · 301.15 / 10.39% away); ⚡ gamma flip 2948.44 (above price · 49.59 / 1.71% away); ↘ Reversal 3000 (above price · 101.15 / 3.49% away)
- Expected move today ±106.3 · pre-open reference
- Strikes nearest the money (high to low): 2920 positive, 2910 positive, 2900 negative, 2890 negative, 2880 negative, 2870 negative
- ATM implied volatility 33.0%