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 $176.75 · up 1.68% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 185 (above price · 8.25 / 4.67% away); ↯ Surge, live flow 175 (below price · 1.75 / 0.99% away); ‖ call wall — ceiling, sticky 185 (above price · 8.25 / 4.67% away); ‖ put wall — floor, slippery 145 (below price · 31.75 / 17.96% away); ⚡ gamma flip 164.66 (below price · 12.09 / 6.84% away); ↘ Reversal 145 (below price · 31.75 / 17.96% away)
- Expected move today ±8.81 · pre-open reference
- Strikes nearest the money (high to low): 190 positive, 185 positive, 180 positive, 175 positive, 170 positive, 165 negative
- Since yesterday's close, positioning faded at 185, 195.
- ATM implied volatility 21.3%