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 $81.87 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 8.13 / 9.93% away); ↯ Surge, live flow 85 (above price · 3.13 / 3.82% away); ‖ call wall — ceiling, sticky 90 (above price · 8.13 / 9.93% away); ‖ put wall — floor, slippery 75 (below price · 6.87 / 8.39% away); ⚡ gamma flip 79.84 (below price · 2.03 / 2.48% away); ↘ Reversal 75 (below price · 6.87 / 8.39% away)
- Expected move today ±5.39 · pre-open reference
- Strikes nearest the money (high to low): 84 positive, 83 positive, 82 positive, 81 positive, 80 negative, 79 positive
- Since yesterday's close, positioning grew at 90 and faded at 79, 81, 82.
- ATM implied volatility 47.2%