DNLI gamma levels.
Where DNLI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DNLI $21.01 · down 0.94% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 20 (below price · 1.01 / 4.81% away); ↯ Surge — live flow 22.5 (above price · 1.49 / 7.09% away); ‖ call wall — sticky, but below price · not a ceiling from here 20 (below price · 1.01 / 4.81% away); ‖ put wall — floor, slippery 10 (below price · 11.01 / 52.40% away); ⚡ gamma flip 22.84 (above price · 1.83 / 8.71% away); ↘ Reversal 15 (below price · 6.01 / 28.61% away)
- Expected move today ±1.94 · pre-open reference
- Strikes nearest the money (high to low): 25 positive, 22.5 negative, 20 positive, 17.5 positive, 15 negative, 12.5 negative
- Since yesterday's close, positioning grew at 20, 22.5 and faded at 25.
- ATM implied volatility 85.0%