BAX gamma levels.
Where BAX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BAX $26.13 · up 0.81% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 30 (above price · 3.87 / 14.81% away); ↯ Surge — live flow 27 (above price · 0.87 / 3.33% away); ‖ call wall — ceiling, sticky 30 (above price · 3.87 / 14.81% away); ‖ put wall — floor, slippery 17.5 (below price · 8.63 / 33.03% away); ↘ Reversal 17.5 (below price · 8.63 / 33.03% away)
- Expected move today ±0.93
- Strikes nearest the money (high to low): 27.5 sticky, 27 sticky, 26 sticky, 25.5 slippery, 25 sticky, 24.5 slippery
- Since yesterday's close, positioning grew at 26, 28 and faded at 24.5, 27, 31.
- ATM implied volatility 31.6%