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 $49.42 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 50 (above price · 0.58 / 1.17% away); ↯ Surge, live flow 51 (above price · 1.58 / 3.20% away); ‖ call wall — ceiling, sticky 57.5 (above price · 8.08 / 16.35% away); ‖ put wall — slippery, but above price · not a floor from here 50 (above price · 0.58 / 1.17% away); ⚡ gamma flip 52.67 (above price · 3.25 / 6.58% away); ↘ Reversal 57.5 (above price · 8.08 / 16.35% away)
- Expected move today ±1.99 · pre-open reference
- Strikes nearest the money (high to low): 51 positive, 50 negative, 49.5 negative, 49 negative, 48.5 negative, 48 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 faded at 49, 51, 52.
- ATM implied volatility 29.5%