BMY gamma levels.
Where BMY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BMY $57.58 · down 2.60% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 65 (above price · 7.42 / 12.89% away); ↯ Surge, live flow 59 (above price · 1.42 / 2.47% away); ‖ call wall — ceiling, sticky 65 (above price · 7.42 / 12.89% away); ‖ put wall — floor, slippery 55 (below price · 2.58 / 4.48% away); ⚡ gamma flip 59.97 (above price · 2.39 / 4.15% away); ↘ Reversal 57.5 (below price · 0.08 / 0.14% away)
- Expected move today ±2.73
- Strikes nearest the money (high to low): 60 negative, 59 negative, 58 negative, 57.5 negative, 57 negative, 56 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 55, 57, 57.5 and faded at 60, 64, 65.
- ATM implied volatility 33.9%