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 $297.36 · down 3.35% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 320 (above price · 22.64 / 7.61% away); ↯ Surge — live flow 290 (below price · 7.36 / 2.48% away); ‖ call wall — ceiling, sticky 320 (above price · 22.64 / 7.61% away); ‖ put wall — floor, slippery 290 (below price · 7.36 / 2.48% away); ↘ Reversal 290 (below price · 7.36 / 2.48% away)
- Expected move today ±20.1 · pre-open reference
- Strikes nearest the money (high to low): 320 positive, 310 positive, 300 negative, 290 negative, 280 negative, 270 negative
- Since yesterday's close, positioning grew at 280, 290 and faded at 320, 340, 350.
- ATM implied volatility 51.5%