DY gamma levels.
Where DY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DY $241.63 · up 3.26% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 320 (above price · 78.37 / 32.43% away); ↯ Surge, live flow 195 (below price · 46.63 / 19.30% away); ‖ call wall — ceiling, sticky 320 (above price · 78.37 / 32.43% away); ‖ put wall — floor, slippery 200 (below price · 41.63 / 17.23% away); ⚡ gamma flip 244.3 (above price · 2.67 / 1.10% away); ↘ Reversal 200 (below price · 41.63 / 17.23% away)
- Expected move today ±36.4 · pre-open reference
- Strikes nearest the money (high to low): 270 negative, 260 negative, 250 negative, 240 negative, 230 negative, 220 negative
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 280 and faded at 200, 260.
- ATM implied volatility 61.0%