HALO gamma levels.
Where HALO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HALO $107.27 · down 0.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 110 (above price · 2.73 / 2.54% away); ↯ Surge — live flow 110 (above price · 2.73 / 2.54% away); ‖ call wall — ceiling, sticky 110 (above price · 2.73 / 2.54% away); ‖ put wall — floor, slippery 60 (below price · 47.27 / 44.07% away)
- Expected move today ±4.42 · pre-open reference
- Strikes nearest the money (high to low): 120 positive, 115 positive, 110 positive, 105 positive, 100 positive, 95 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 34.7%