BJ gamma levels.
Where BJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BJ $99.80 · up 1.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 0.20 / 0.20% away); ↯ Surge, live flow 100 (above price · 0.20 / 0.20% away); ‖ call wall — ceiling, sticky 100 (above price · 0.20 / 0.20% away); ‖ put wall — floor, slippery 85 (below price · 14.80 / 14.83% away); ↘ Reversal 85 (below price · 14.80 / 14.83% away)
- Expected move today ±3.82
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 positive, 90 positive, 85 negative
- Since yesterday's close, positioning grew at 100.
- ATM implied volatility 35.5%