GAP gamma levels.
Where GAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GAP $21.51 · down 0.28% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 21 (below price · 0.51 / 2.37% away); ↯ Surge — live flow 21 (below price · 0.51 / 2.37% away); ‖ call wall — sticky, but below price · not a ceiling from here 21 (below price · 0.51 / 2.37% away); ‖ put wall — floor, slippery 20 (below price · 1.51 / 7.02% away); ⚡ gamma flip 19.28 (below price · 2.23 / 10.37% away); ↘ Reversal 20 (below price · 1.51 / 7.02% away)
- Expected move today ±1.32 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22.5 positive, 22 positive, 21.5 positive, 21 positive, 20.5 positive
- Since yesterday's close, positioning grew at 21 and faded at 24.
- ATM implied volatility 44.2%