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 $82.90 · down 0.69% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (above price · 2.10 / 2.53% away); ↯ Surge, live flow 75 (below price · 7.90 / 9.53% away); ‖ call wall — ceiling, sticky 85 (above price · 2.10 / 2.53% away); ‖ put wall — floor, slippery 75 (below price · 7.90 / 9.53% away); ↘ Reversal 75 (below price · 7.90 / 9.53% away)
- Expected move today ±9.03 · pre-open reference
- Strikes nearest the money (high to low): 95 positive, 90 positive, 85 positive, 80 positive, 75 negative, 70 negative
- Since yesterday's close, positioning grew at 85.
- ATM implied volatility 37.5%