GM gamma levels.
Where GM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GM $83.60 · up 0.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 83 (below price · 0.60 / 0.72% away); ↯ Surge — live flow 83 (below price · 0.60 / 0.72% away); ‖ call wall — ceiling, sticky 90 (above price · 6.40 / 7.66% away); ‖ put wall — floor, slippery 83 (below price · 0.60 / 0.72% away); ⚡ gamma flip 82.01 (below price · 1.59 / 1.90% away); ↘ Reversal 90 (above price · 6.40 / 7.66% away)
- Expected move today ±2.78 · pre-open reference
- Strikes nearest the money (high to low): 86 positive, 85 positive, 84 positive, 83 negative, 82.5 negative, 82 negative
- Since yesterday's close, positioning grew at 83.
- ATM implied volatility 34.5%