DUK gamma levels.
Where DUK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DUK $117.69 · up 0.89% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 120 (above price · 2.31 / 1.96% away); ↯ Surge, live flow 110 (below price · 7.69 / 6.53% away); ‖ call wall — ceiling, sticky 120 (above price · 2.31 / 1.96% away); ‖ put wall — floor, slippery 115 (below price · 2.69 / 2.29% away); ⚡ gamma flip 115.83 (below price · 1.86 / 1.58% away); ↘ Reversal 115 (below price · 2.69 / 2.29% away)
- Expected move today ±3.51
- Strikes nearest the money (high to low): 130 positive, 125 positive, 120 positive, 115 negative, 110 negative, 105 negative
- Since yesterday's close, positioning grew at 120 and faded at 110, 115.
- ATM implied volatility 19.8%