BDX gamma levels.
Where BDX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BDX $180.67 · up 2.19% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 180 (below price · 0.67 / 0.37% away); ↯ Surge, live flow 195 (above price · 14.33 / 7.93% away); ‖ call wall — sticky, but below price · not a ceiling from here 180 (below price · 0.67 / 0.37% away); ‖ put wall — slippery, but above price · not a floor from here 185 (above price · 4.33 / 2.40% away); ↘ Reversal 185 (above price · 4.33 / 2.40% away)
- Expected move today ±8.84
- Strikes nearest the money (high to low): 195 positive, 190 positive, 185 negative, 180 positive, 175 negative, 170 positive
- Since yesterday's close, positioning grew at 185, 190, 200.
- ATM implied volatility 26.3%