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 $959.39 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 1000 (above price · 40.61 / 4.23% away); ↯ Surge — live flow 965 (above price · 5.61 / 0.58% away); ‖ call wall — ceiling, sticky 1000 (above price · 40.61 / 4.23% away); ‖ put wall — floor, slippery 900 (below price · 59.39 / 6.19% away); ⚡ gamma flip 970.1 (above price · 10.71 / 1.12% away); ↘ Reversal 920 (below price · 39.39 / 4.11% away)
- Expected move today ±28.6 · pre-open reference
- Strikes nearest the money (high to low): 970 negative, 965 negative, 960 positive, 955 negative, 950 negative, 945 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 975, 980, 1000 and faded at 915, 920, 935.
- ATM implied volatility 31.0%