GPRE gamma levels.
Where GPRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GPRE $15.11 · up 1.55% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 15 (below price · 0.11 / 0.73% away); ↯ Surge — live flow 16 (above price · 0.89 / 5.89% away); ‖ call wall — sticky, but below price · not a ceiling from here 15 (below price · 0.11 / 0.73% away); ‖ put wall — floor, slippery 12 (below price · 3.11 / 20.58% away)
- Expected move today ±1.07 · pre-open reference
- Strikes nearest the money (high to low): 18 positive, 17 positive, 16 positive, 15 positive, 14 negative, 13 positive
- Since yesterday's close, positioning grew at 15.
- ATM implied volatility 51.1%