DEO gamma levels.
Where DEO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- DEO $92.99 · up 0.83% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 95 (above price · 2.01 / 2.16% away); ↯ Surge — live flow 110 (above price · 17.01 / 18.29% away); ‖ call wall — ceiling, sticky 95 (above price · 2.01 / 2.16% away); ‖ put wall — floor, slippery 75 (below price · 17.99 / 19.35% away)
- Expected move today ±5.83
- Strikes nearest the money (high to low): 105 sticky, 100 sticky, 95 sticky, 90 sticky, 85 sticky, 80 sticky
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 95, 100 and faded at 90.
- ATM implied volatility 22.8%