BITO gamma levels.
Where BITO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BITO $11.06 · up 0.55% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 11 (below price · 0.06 / 0.54% away); ↯ Surge, live flow 11 (below price · 0.06 / 0.54% away); ‖ call wall — sticky, but below price · not a ceiling from here 11 (below price · 0.06 / 0.54% away); ‖ put wall — floor, slippery 10 (below price · 1.06 / 9.58% away)
- Expected move today ±0.43
- Strikes nearest the money (high to low): 12.5 positive, 12 positive, 11.5 positive, 11 positive, 10.5 positive, 10 negative
- Since yesterday's close, positioning grew at 11.5 and faded at 11.
- ATM implied volatility 34.2%