DIA gamma levels.
Where DIA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DIA $523.77 · down 0.45% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 520 (below price · 3.77 / 0.72% away); ↯ Surge — live flow 520 (below price · 3.77 / 0.72% away); ‖ call wall — ceiling, sticky 550 (above price · 26.23 / 5.01% away); ‖ put wall — floor, slippery 520 (below price · 3.77 / 0.72% away); ⚡ gamma flip 526.69 (above price · 2.92 / 0.56% away); ↘ Reversal 550 (above price · 26.23 / 5.01% away)
- Expected move today ±9.90 · pre-open reference
- Strikes nearest the money (high to low): 526 negative, 525 negative, 524 negative, 523 negative, 522.5 positive, 522 negative
- Since yesterday's close, positioning grew at 500, 520, 525 and faded at 537, 539, 540.
- ATM implied volatility 13.6%