BRO gamma levels.
Where BRO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BRO $72.97 · down 2.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 70 (below price · 2.97 / 4.07% away); ↯ Surge, live flow 70 (below price · 2.97 / 4.07% away); ‖ call wall — sticky, but below price · not a ceiling from here 70 (below price · 2.97 / 4.07% away); ‖ put wall — floor, slippery 50 (below price · 22.97 / 31.48% away)
- Expected move today ±7.50
- Strikes nearest the money (high to low): 85 positive, 80 positive, 75 positive, 70 positive, 65 positive, 60 positive
- Since yesterday's close, positioning grew at 70, 75.
- ATM implied volatility 36.2%