DAL gamma levels.
Where DAL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DAL $87.20 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 7.80 / 8.94% away); ↯ Surge, live flow 92 (above price · 4.80 / 5.50% away); ‖ call wall — ceiling, sticky 95 (above price · 7.80 / 8.94% away); ‖ put wall — floor, slippery 72.5 (below price · 14.70 / 16.86% away)
- Expected move today ±5.69 · pre-open reference
- Strikes nearest the money (high to low): 89 positive, 88 positive, 87.5 positive, 87 negative, 86 positive, 85 positive
- Since yesterday's close, positioning grew at 90, 95 and faded at 83, 84.
- ATM implied volatility 46.9%