BOX gamma levels.
Where BOX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BOX $34.98 · up 0.69% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 36 (above price · 1.02 / 2.92% away); ↯ Surge — live flow 36 (above price · 1.02 / 2.92% away); ‖ call wall — ceiling, sticky 36 (above price · 1.02 / 2.92% away); ‖ put wall — floor, slippery 34 (below price · 0.98 / 2.80% away); ↘ Reversal 34 (below price · 0.98 / 2.80% away)
- Expected move today ±2.95
- Strikes nearest the money (high to low): 37 sticky, 36 sticky, 35 sticky, 34 slippery, 33 sticky, 32 sticky
- Since yesterday's close, positioning grew at 28, 36, 37.
- ATM implied volatility 31.4%