BROS gamma levels.
Where BROS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BROS $49.91 · down 1.58% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 55 (above price · 5.09 / 10.20% away); ↯ Surge — live flow 51 (above price · 1.09 / 2.18% away); ‖ call wall — ceiling, sticky 55 (above price · 5.09 / 10.20% away); ‖ put wall — floor, slippery 45 (below price · 4.91 / 9.84% away); ⚡ gamma flip 48.96 (below price · 0.95 / 1.90% away); ↘ Reversal 45 (below price · 4.91 / 9.84% away)
- Expected move today ±0.63
- Strikes nearest the money (high to low): 51 sticky, 50 slippery, 49.5 slippery, 49 slippery, 48.5 slippery, 48 slippery
- Since yesterday's close, positioning grew at 45 and faded at 49.5, 50, 53.
- ATM implied volatility 35.7%