HASI gamma levels.
Where HASI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HASI $35.74 · down 1.60% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (above price · 4.26 / 11.92% away); ↯ Surge, live flow 35 (below price · 0.74 / 2.07% away); ‖ call wall — ceiling, sticky 40 (above price · 4.26 / 11.92% away); ‖ put wall — floor, slippery 30 (below price · 5.74 / 16.06% away); ↘ Reversal 30 (below price · 5.74 / 16.06% away)
- Expected move today ±4.24 · pre-open reference
- Strikes nearest the money (high to low): 45 positive, 40 positive, 35 positive, 30 negative, 25 negative, 22.5 negative
- ATM implied volatility 40.7%