DOCS gamma levels.
Where DOCS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DOCS $30.58 · up 0.26% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (below price · 0.58 / 1.90% away); ↯ Surge, live flow 27.5 (below price · 3.08 / 10.07% away); ‖ call wall — sticky, but below price · not a ceiling from here 30 (below price · 0.58 / 1.90% away); ‖ put wall — floor, slippery 25 (below price · 5.58 / 18.25% away); ↘ Reversal 25 (below price · 5.58 / 18.25% away)
- Expected move today ±1.94
- Strikes nearest the money (high to low): 37.5 positive, 35 positive, 32.5 positive, 30 positive, 27.5 positive, 25 negative
- Since yesterday's close, positioning grew at 30.
- ATM implied volatility 90.0%