BAH gamma levels.
Where BAH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BAH $75.67 · down 0.15% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 80 (above price · 4.33 / 5.72% away); ↯ Surge — live flow 80 (above price · 4.33 / 5.72% away); ‖ call wall — ceiling, sticky 80 (above price · 4.33 / 5.72% away); ‖ put wall — floor, slippery 75 (below price · 0.67 / 0.89% away); ⚡ gamma flip 71.33 (below price · 4.34 / 5.74% away); ↘ Reversal 75 (below price · 0.67 / 0.89% away)
- Expected move today ±3.82 · pre-open reference
- Strikes nearest the money (high to low): 90 positive, 85 positive, 80 positive, 75 negative, 70 negative, 65 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 53.9%