GIL gamma levels.
Where GIL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GIL $40.66 · up 1.90% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 42.5 (above price · 1.84 / 4.53% away); ↯ Surge, live flow 47.5 (above price · 6.84 / 16.82% away); ‖ call wall — ceiling, sticky 42.5 (above price · 1.84 / 4.53% away); ‖ put wall — floor, slippery 35 (below price · 5.66 / 13.92% away); ↘ Reversal 35 (below price · 5.66 / 13.92% away)
- Expected move today ±5.34 · pre-open reference
- Strikes nearest the money (high to low): 47.5 positive, 45 positive, 42.5 positive, 40 positive, 37.5 negative, 35 negative
- ATM implied volatility 52.5%