BMO gamma levels.
Where BMO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BMO $174.89 · up 0.08% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 185 (above price · 10.11 / 5.78% away); ↯ Surge — live flow 175 (above price · 0.11 / 0.06% away); ‖ call wall — ceiling, sticky 185 (above price · 10.11 / 5.78% away); ‖ put wall — floor, slippery 170 (below price · 4.89 / 2.80% away); ⚡ gamma flip 166.11 (below price · 8.78 / 5.02% away); ↘ Reversal 170 (below price · 4.89 / 2.80% away)
- Expected move today ±4.95 · pre-open reference
- Strikes nearest the money (high to low): 185 positive, 180 positive, 175 positive, 170 negative, 165 negative, 160 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 175 and faded at 130, 190.
- ATM implied volatility 20.4%