BKNG gamma levels.
Where BKNG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BKNG $158.43 · down 1.19% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 162.4 (above price · 3.97 / 2.51% away); ↯ Surge, live flow 156.6 (below price · 1.83 / 1.16% away); ‖ call wall — ceiling, sticky 162.4 (above price · 3.97 / 2.51% away); ‖ put wall — slippery, but above price · not a floor from here 160 (above price · 1.57 / 0.99% away); ⚡ gamma flip 157.37 (below price · 1.06 / 0.67% away); ↘ Reversal 160 (above price · 1.57 / 0.99% away)
- Expected move today ±10.3
- Strikes nearest the money (high to low): 159 negative, 158.8 negative, 158.6 negative, 158.4 negative, 158.2 negative, 158 negative
- Since yesterday's close, positioning grew at 162.4.
- ATM implied volatility 48.2%