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 $83.80 · down 0.14% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 87.5 (above price · 3.70 / 4.42% away); ↯ Surge — live flow 87 (above price · 3.20 / 3.82% away); ‖ call wall — ceiling, sticky 87.5 (above price · 3.70 / 4.42% away); ‖ put wall — floor, slippery 72.5 (below price · 11.30 / 13.48% away); ↘ Reversal 72.5 (below price · 11.30 / 13.48% away)
- Expected move today ±3.42 · pre-open reference
- Strikes nearest the money (high to low): 86 positive, 85 positive, 84 positive, 83 positive, 82.5 positive, 82 positive
- ATM implied volatility 45.1%