DELL gamma levels.
Where DELL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DELL $548.92 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 600 (above price · 51.08 / 9.31% away); ↯ Surge — live flow 600 (above price · 51.08 / 9.31% away); ‖ call wall — ceiling, sticky 600 (above price · 51.08 / 9.31% away); ‖ put wall — floor, slippery 500 (below price · 48.92 / 8.91% away); ⚡ gamma flip 540.06 (below price · 8.86 / 1.61% away); ↘ Reversal 540 (below price · 8.92 / 1.63% away)
- Expected move today ±32.7 · pre-open reference
- Strikes nearest the money (high to low): 555 negative, 552.5 negative, 550 positive, 547.5 negative, 545 negative, 542.5 negative
- ATM implied volatility 64.7%