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 $56.74 · up 1.32% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 55 (below price · 1.74 / 3.07% away); ↯ Surge, live flow 57.5 (above price · 0.76 / 1.34% away); ‖ call wall — sticky, but below price · not a ceiling from here 55 (below price · 1.74 / 3.07% away); ‖ put wall — floor, slippery 50 (below price · 6.74 / 11.88% away); ↘ Reversal 50 (below price · 6.74 / 11.88% away)
- Expected move today ±6.21 · pre-open reference
- Strikes nearest the money (high to low): 62.5 positive, 60 positive, 57.5 positive, 55 positive, 52.5 negative, 50 negative
- Since yesterday's close, positioning grew at 62.5, 70, 75 and faded at 50, 55.
- ATM implied volatility 58.5%