BOX gamma levels.
Where BOX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BOX $36.71 · up 0.88% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (above price · 3.29 / 8.96% away); ↯ Surge, live flow 35 (below price · 1.71 / 4.66% away); ‖ call wall — ceiling, sticky 40 (above price · 3.29 / 8.96% away); ‖ put wall — floor, slippery 34 (below price · 2.71 / 7.38% away)
- Expected move today ±1.57
- Strikes nearest the money (high to low): 39 positive, 38 positive, 37 positive, 36 positive, 35 positive, 34 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 37, 38.
- ATM implied volatility 37.5%