BBY gamma levels.
Where BBY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BBY $95.01 · up 0.20% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (below price · 0.01 / 0.01% away); ↯ Surge — live flow 90 (below price · 5.01 / 5.27% away); ‖ call wall — sticky, but below price · not a ceiling from here 95 (below price · 0.01 / 0.01% away); ‖ put wall — floor, slippery 85 (below price · 10.01 / 10.54% away); ↘ Reversal 85 (below price · 10.01 / 10.54% away)
- Expected move today ±3.45 · pre-open reference
- Strikes nearest the money (high to low): 97.5 positive, 97 positive, 96 positive, 95 positive, 94 positive, 93 positive
- Since yesterday's close, positioning faded at 96.
- ATM implied volatility 38.8%