GRAB gamma levels.
Where GRAB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GRAB $3.15 · down 1.25% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 3 (below price · 0.15 / 4.76% away); ↯ Surge, live flow 3 (below price · 0.15 / 4.76% away); ‖ call wall — sticky, but below price · not a ceiling from here 3 (below price · 0.15 / 4.76% away); ‖ put wall — floor, slippery 2.5 (below price · 0.65 / 20.63% away); ↘ Reversal 2.5 (below price · 0.65 / 20.63% away)
- Expected move today ±0.23
- Strikes nearest the money (high to low): 4.5 positive, 4 positive, 3.5 positive, 3 positive, 2.5 negative, 2 negative
- Since yesterday's close, positioning grew at 3.
- ATM implied volatility 43.6%