BG gamma levels.
Where BG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BG $100.41 · down 0.39% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (below price · 0.41 / 0.41% away); ↯ Surge, live flow 105 (above price · 4.59 / 4.57% away); ‖ call wall — ceiling, sticky 135 (above price · 34.59 / 34.45% away); ‖ put wall — floor, slippery 100 (below price · 0.41 / 0.41% away); ↘ Reversal 135 (above price · 34.59 / 34.45% away)
- Expected move today ±10.4 · pre-open reference
- Strikes nearest the money (high to low): 110 negative, 105 positive, 100 negative, 97.5 negative, 95 negative, 92.5 negative
- Since yesterday's close, positioning grew at 105 and faded at 160.
- ATM implied volatility 39.9%