BMRN gamma levels.
Where BMRN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BMRN $66.03 · up 0.53% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 70 (above price · 3.97 / 6.01% away); ↯ Surge — live flow 67.5 (above price · 1.47 / 2.23% away); ‖ call wall — ceiling, sticky 70 (above price · 3.97 / 6.01% away); ‖ put wall — floor, slippery 50 (below price · 16.03 / 24.28% away)
- Expected move today ±4.57 · pre-open reference
- Strikes nearest the money (high to low): 72.5 positive, 70 positive, 67.5 positive, 65 positive, 62.5 positive, 60 negative
- Since yesterday's close, positioning grew at 62.5 and faded at 70.
- ATM implied volatility 59.2%