DGX gamma levels.
Where DGX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DGX $232.63 · up 0.72% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 230 (below price · 2.63 / 1.13% away); ↯ Surge, live flow 220 (below price · 12.63 / 5.43% away); ‖ call wall — ceiling, sticky 250 (above price · 17.37 / 7.47% away); ‖ put wall — floor, slippery 230 (below price · 2.63 / 1.13% away); ⚡ gamma flip 239.39 (above price · 6.76 / 2.91% away); ↘ Reversal 250 (above price · 17.37 / 7.47% away)
- Expected move today ±7.30 · pre-open reference
- Strikes nearest the money (high to low): 260 positive, 250 positive, 240 negative, 230 negative, 220 negative, 210 positive
- ATM implied volatility 29.2%