BYD gamma levels.
Where BYD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BYD $72.43 · up 2.35% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 80 (above price · 7.57 / 10.45% away); ↯ Surge, live flow 75 (above price · 2.57 / 3.55% away); ‖ call wall — ceiling, sticky 80 (above price · 7.57 / 10.45% away); ‖ put wall — floor, slippery 62.5 (below price · 9.93 / 13.71% away); ⚡ gamma flip 68.4 (below price · 4.03 / 5.56% away); ↘ Reversal 67.5 (below price · 4.93 / 6.81% away)
- Expected move today ±5.18 · pre-open reference
- Strikes nearest the money (high to low): 77.5 positive, 75 positive, 72.5 positive, 70 negative, 67.5 negative, 65 negative
- ATM implied volatility 28.7%