BIIB gamma levels.
Where BIIB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BIIB $229.41 · up 1.64% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 230 (above price · 0.59 / 0.26% away); ↯ Surge, live flow 225 (below price · 4.41 / 1.92% away); ‖ call wall — ceiling, sticky 230 (above price · 0.59 / 0.26% away); ‖ put wall — floor, slippery 195 (below price · 34.41 / 15.00% away); ↘ Reversal 195 (below price · 34.41 / 15.00% away)
- Expected move today ±12.0
- Strikes nearest the money (high to low): 235 positive, 232.5 positive, 230 positive, 227.5 positive, 225 positive, 222.5 positive
- Since yesterday's close, positioning grew at 230, 240, 250.
- ATM implied volatility 38.8%