DEO gamma levels.
Where DEO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DEO $88.73 · up 2.31% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 90 (above price · 1.27 / 1.43% away); ↯ Surge, live flow 80 (below price · 8.73 / 9.84% away); ‖ call wall — ceiling, sticky 90 (above price · 1.27 / 1.43% away); ‖ put wall — floor, slippery 85 (below price · 3.73 / 4.20% away); ⚡ gamma flip 84.06 (below price · 4.67 / 5.26% away); ↘ Reversal 85 (below price · 3.73 / 4.20% away)
- Expected move today ±4.79
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 negative, 80 negative, 75 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 95 and faded at 85.
- ATM implied volatility 41.3%