BLK gamma levels.
Where BLK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BLK $1083.92 · up 0.14% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 1100 (above price · 16.08 / 1.48% away); ↯ Surge, live flow 1070 (below price · 13.92 / 1.28% away); ‖ call wall — ceiling, sticky 1100 (above price · 16.08 / 1.48% away); ‖ put wall — floor, slippery 1000 (below price · 83.92 / 7.74% away); ⚡ gamma flip 992.92 (below price · 91.00 / 8.40% away); ↘ Reversal 1000 (below price · 83.92 / 7.74% away)
- Expected move today ±68.8
- Strikes nearest the money (high to low): 1095 negative, 1090 positive, 1085 positive, 1080 positive, 1075 negative, 1070 positive
- Since yesterday's close, positioning grew at 1080.
- ATM implied volatility 57.6%