D gamma levels.
Where D tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- D $62.45 · up 1.31% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 67.5 (above price · 5.05 / 8.09% away); ↯ Surge, live flow 62.5 (above price · 0.05 / 0.08% away); ‖ call wall — ceiling, sticky 67.5 (above price · 5.05 / 8.09% away); ‖ put wall — floor, slippery 60 (below price · 2.45 / 3.92% away); ↘ Reversal 60 (below price · 2.45 / 3.92% away)
- Expected move today ±2.07
- Strikes nearest the money (high to low): 67.5 positive, 65 positive, 62.5 positive, 60 negative, 57.5 negative, 55 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 65, 67.5, 72.5 and faded at 60.
- ATM implied volatility 25.6%