BA gamma levels.
Where BA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BA $198.07 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 190 (below price · 8.07 / 4.07% away); ↯ Surge — live flow 200 (above price · 1.93 / 0.97% away); ‖ call wall — ceiling, sticky 205 (above price · 6.93 / 3.50% away); ‖ put wall — floor, slippery 190 (below price · 8.07 / 4.07% away); ⚡ gamma flip 200.28 (above price · 2.21 / 1.12% away); ↘ Reversal 205 (above price · 6.93 / 3.50% away)
- Expected move today ±8.15 · pre-open reference
- Strikes nearest the money (high to low): 205 positive, 202.5 positive, 200 negative, 197.5 positive, 195 negative, 192.5 negative
- Since yesterday's close, positioning faded at 192.5, 195, 205.
- ATM implied volatility 29.6%