DPZ gamma levels.
Where DPZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DPZ $310.90 · up 0.50% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 300 (below price · 10.90 / 3.51% away); ↯ Surge, live flow 350 (above price · 39.10 / 12.58% away); ‖ call wall — ceiling, sticky 330 (above price · 19.10 / 6.14% away); ‖ put wall — floor, slippery 300 (below price · 10.90 / 3.51% away); ⚡ gamma flip 319.24 (above price · 8.34 / 2.68% away); ↘ Reversal 330 (above price · 19.10 / 6.14% away)
- Expected move today ±26.8
- Strikes nearest the money (high to low): 340 positive, 330 positive, 320 positive, 310 negative, 300 negative, 290 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 330 and faded at 270.
- ATM implied volatility 73.7%