BABA gamma levels.
Where BABA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BABA $112.55 · down 2.76% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 130 (above price · 17.45 / 15.50% away); ↯ Surge — live flow 120 (above price · 7.45 / 6.62% away); ‖ call wall — ceiling, sticky 130 (above price · 17.45 / 15.50% away); ‖ put wall — floor, slippery 100 (below price · 12.55 / 11.15% away); ↘ Reversal 100 (below price · 12.55 / 11.15% away)
- Expected move today ±6.72 · pre-open reference
- Strikes nearest the money (high to low): 115 positive, 114 positive, 113 positive, 112 negative, 111 positive, 110 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 90, 106 and faded at 120, 130, 160.
- ATM implied volatility 68.1%