BJ gamma levels.
Where BJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BJ $90.60 · up 0.12% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 90 (below price · 0.60 / 0.66% away); ↯ Surge — live flow 95 (above price · 4.40 / 4.86% away); ‖ call wall — ceiling, sticky 105 (above price · 14.40 / 15.89% away); ‖ put wall — floor, slippery 90 (below price · 0.60 / 0.66% away); ⚡ gamma flip 98.25 (above price · 7.65 / 8.44% away); ↘ Reversal 105 (above price · 14.40 / 15.89% away)
- Expected move today ±5.89
- Strikes nearest the money (high to low): 105 sticky, 100 sticky, 95 slippery, 90 slippery, 85 slippery, 80 slippery
- Since yesterday's close, positioning grew at 90, 95.
- ATM implied volatility 27.1%