BCO gamma levels.
Where BCO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BCO $110.25 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 115 (above price · 4.75 / 4.31% away); ↯ Surge, live flow 110 (below price · 0.25 / 0.23% away); ‖ call wall — ceiling, sticky 115 (above price · 4.75 / 4.31% away); ‖ put wall — floor, slippery 105 (below price · 5.25 / 4.76% away)
- Expected move today ±8.50 · pre-open reference
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 positive, 105 negative, 100 negative
- ATM implied volatility 35.8%