BIDU gamma levels.

Where BIDU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• BIDU $90.40 · down 2.20% on the day · negative gamma overall (moves tend to extend)
• Levels: ★ Volt — biggest level 100 (above price · 9.60 / 10.62% away); ↯ Surge — live flow 100 (above price · 9.60 / 10.62% away); ‖ call wall — ceiling, sticky 100 (above price · 9.60 / 10.62% away); ‖ put wall — slippery, but above price · not a floor from here 95 (above price · 4.60 / 5.09% away); ⚡ gamma flip 91.91 (above price · 1.51 / 1.67% away); ↘ Reversal 95 (above price · 4.60 / 5.09% away)
• Expected move today ±4.69 · pre-open reference
• Strikes nearest the money (high to low): 92 positive, 91 negative, 90 negative, 89 negative, 88.5 negative, 88 negative
• Since yesterday's close, positioning grew at 75, 86, 95 and faded at 94, 96, 105.
• ATM implied volatility 54.5%