GRAB gamma levels.
Where GRAB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- GRAB $3.61 · up 0.56% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 4 (above price · 0.39 / 10.80% away); ↯ Surge — live flow 4 (above price · 0.39 / 10.80% away); ‖ call wall — ceiling, sticky 4 (above price · 0.39 / 10.80% away); ‖ put wall — floor, slippery 3.5 (below price · 0.11 / 3.05% away); ↘ Reversal 3.5 (below price · 0.11 / 3.05% away)
- Expected move today ±0.08
- Strikes nearest the money (high to low): 5 sticky, 4.5 sticky, 4 sticky, 3.5 slippery, 3 slippery, 2.5 slippery
- Since yesterday's close, positioning grew at 4, 7.5, 10.
- ATM implied volatility 44.1%