GS gamma levels.
Where GS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GS $865.82 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 840 (below price · 25.82 / 2.98% away); ↯ Surge, live flow 870 (above price · 4.18 / 0.48% away); ‖ call wall — ceiling, sticky 1000 (above price · 134.18 / 15.50% away); ‖ put wall — floor, slippery 840 (below price · 25.82 / 2.98% away); ⚡ gamma flip 914.49 (above price · 48.67 / 5.62% away); ↘ Reversal 1000 (above price · 134.18 / 15.50% away)
- Expected move today ±47.5 · pre-open reference
- Strikes nearest the money (high to low): 877.5 negative, 875 negative, 870 negative, 865 negative, 860 negative, 855 negative
- Since yesterday's close, positioning grew at 750, 910, 932.5 and faded at 875, 905, 920.
- ATM implied volatility 39.3%