DIS gamma levels.
Where DIS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DIS $104.23 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 100 (below price · 4.23 / 4.06% away); ↯ Surge — live flow 103 (below price · 1.23 / 1.18% away); ‖ call wall — ceiling, sticky 110 (above price · 5.77 / 5.54% away); ‖ put wall — floor, slippery 100 (below price · 4.23 / 4.06% away); ⚡ gamma flip 104.55 (above price · 0.32 / 0.31% away); ↘ Reversal 110 (above price · 5.77 / 5.54% away)
- Expected move today ±2.57 · pre-open reference
- Strikes nearest the money (high to low): 107 positive, 106 positive, 105 positive, 104 positive, 103 negative, 102 negative
- Since yesterday's close, positioning faded at 100.
- ATM implied volatility 44.0%