BIIB gamma levels.
Where BIIB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BIIB $218.50 · down 1.35% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 230 (above price · 11.50 / 5.26% away); ↯ Surge — live flow 230 (above price · 11.50 / 5.26% away); ‖ call wall — ceiling, sticky 230 (above price · 11.50 / 5.26% away); ‖ put wall — floor, slippery 170 (below price · 48.50 / 22.20% away); ↘ Reversal 175 (below price · 43.50 / 19.91% away)
- Expected move today ±2.75
- Strikes nearest the money (high to low): 225 sticky, 222.5 sticky, 220 sticky, 217.5 slippery, 215 sticky, 212.5 sticky
- Since yesterday's close, positioning grew at 210 and faded at 215, 220, 225.
- ATM implied volatility 28.7%