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 $523.06 · down 0.31% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 530 (above price · 6.94 / 1.33% away); ↯ Surge, live flow 530 (above price · 6.94 / 1.33% away); ‖ call wall — ceiling, sticky 530 (above price · 6.94 / 1.33% away); ‖ put wall — floor, slippery 510 (below price · 13.06 / 2.50% away); ⚡ gamma flip 519.35 (below price · 3.71 / 0.71% away); ↘ Reversal 510 (below price · 13.06 / 2.50% away)
- Expected move today ±6.53 · pre-open reference
- Strikes nearest the money (high to low): 525 positive, 524 negative, 523 negative, 522.5 positive, 522 negative, 521 negative
- Since yesterday's close, positioning grew at 523, 530 and faded at 515, 531, 541.
- ATM implied volatility 17.2%