BSP gamma levels.
Where BSP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BSP $44.08 · down 3.52% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 35 (below price · 9.08 / 20.60% away); ↯ Surge, live flow 34 (below price · 10.08 / 22.87% away); ‖ call wall — ceiling, sticky 60 (above price · 15.92 / 36.12% away); ‖ put wall — floor, slippery 35 (below price · 9.08 / 20.60% away); ↘ Reversal 60 (above price · 15.92 / 36.12% away)
- Expected move today ±11.1 · pre-open reference
- Strikes nearest the money (high to low): 47 positive, 46 negative, 45 negative, 44 negative, 43 negative, 42 negative
- ATM implied volatility 91.7%