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 $328.53 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 300 (below price · 28.53 / 8.68% away); ↯ Surge, live flow 330 (above price · 1.47 / 0.45% away); ‖ call wall — ceiling, sticky 337.5 (above price · 8.97 / 2.73% away); ‖ put wall — floor, slippery 300 (below price · 28.53 / 8.68% away); ↘ Reversal 337.5 (above price · 8.97 / 2.73% away)
- Expected move today ±45.1 · pre-open reference
- Strikes nearest the money (high to low): 335 positive, 332.5 negative, 330 negative, 327.5 negative, 325 negative, 322.5 positive
- Since yesterday's close, positioning grew at 210, 290, 302.5 and faded at 335, 340, 350.
- ATM implied volatility 98.7%