BTU gamma levels.
Where BTU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BTU $22.14 · down 1.64% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 12.86 / 58.08% away); ↯ Surge, live flow 22 (below price · 0.14 / 0.63% away); ‖ call wall — ceiling, sticky 35 (above price · 12.86 / 58.08% away); ‖ put wall — floor, slippery 21.5 (below price · 0.64 / 2.89% away); ⚡ gamma flip 22.04 (below price · 0.10 / 0.45% away); ↘ Reversal 21.5 (below price · 0.64 / 2.89% away)
- Expected move today ±1.03
- Strikes nearest the money (high to low): 23.5 positive, 23 positive, 22.5 negative, 22 positive, 21.5 negative, 21 negative
- Since yesterday's close, positioning grew at 21.5, 22.5, 25 and faded at 35, 40, 47.
- ATM implied volatility 88.8%