DLR gamma levels.
Where DLR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- DLR $185.47 · down 3.45% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 185 (below price · 0.47 / 0.25% away); ↯ Surge — live flow 177.5 (below price · 7.97 / 4.30% away); ‖ call wall — ceiling, sticky 195 (above price · 9.53 / 5.14% away); ‖ put wall — floor, slippery 185 (below price · 0.47 / 0.25% away); ⚡ gamma flip 202.32 (above price · 16.85 / 9.09% away); ↘ Reversal 195 (above price · 9.53 / 5.14% away)
- Expected move today ±1.59
- Strikes nearest the money (high to low): 192.5 slippery, 190 slippery, 187.5 slippery, 185 slippery, 182.5 slippery, 180 slippery
- Since yesterday's close, positioning grew at 160 and faded at 195, 210.
- ATM implied volatility 27.8%