BURL gamma levels.
Where BURL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- BURL $272.95 · down 5.88% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 270 (below price · 2.95 / 1.08% away); ↯ Surge — live flow 285 (above price · 12.05 / 4.41% away); ‖ call wall — ceiling, sticky 320 (above price · 47.05 / 17.24% away); ‖ put wall — floor, slippery 270 (below price · 2.95 / 1.08% away)
- Expected move today ±7.27
- Strikes nearest the money (high to low): 285 slippery, 280 slippery, 275 slippery, 270 slippery, 265 slippery, 260 slippery
- Since yesterday's close, positioning grew at 270, 305 and faded at 290, 300, 310.
- ATM implied volatility 36.7%