BAC gamma levels.
Where BAC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BAC $56.20 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 55 (below price · 1.20 / 2.14% away); ↯ Surge — live flow 57 (above price · 0.80 / 1.42% away); ‖ call wall — ceiling, sticky 65 (above price · 8.80 / 15.66% away); ‖ put wall — floor, slippery 55 (below price · 1.20 / 2.14% away); ⚡ gamma flip 56.63 (above price · 0.43 / 0.77% away); ↘ Reversal 65 (above price · 8.80 / 15.66% away)
- Expected move today ±1.49 · pre-open reference
- Strikes nearest the money (high to low): 58 positive, 57.5 negative, 57 negative, 56 negative, 55 negative, 54 negative
- ATM implied volatility 28.4%