BAM gamma levels.
Where BAM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BAM $47.27 · up 0.38% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 47.5 (above price · 0.23 / 0.49% away); ↯ Surge — live flow 47.5 (above price · 0.23 / 0.49% away); ‖ call wall — ceiling, sticky 55 (above price · 7.73 / 16.35% away); ‖ put wall — slippery, but above price · not a floor from here 47.5 (above price · 0.23 / 0.49% away); ⚡ gamma flip 50.33 (above price · 3.06 / 6.47% away); ↘ Reversal 55 (above price · 7.73 / 16.35% away)
- Expected move today ±2.07 · pre-open reference
- Strikes nearest the money (high to low): 52.5 positive, 50 negative, 47.5 negative, 45 negative, 42.5 negative, 40 negative
- Since yesterday's close, positioning grew at 45, 47.5 and faded at 52.5, 55.
- ATM implied volatility 31.5%