HRB gamma levels.
Where HRB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HRB $49.69 · down 0.78% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (below price · 4.69 / 9.44% away); ↯ Surge, live flow 55 (above price · 5.31 / 10.69% away); ‖ call wall — ceiling, sticky 55 (above price · 5.31 / 10.69% away); ‖ put wall — floor, slippery 45 (below price · 4.69 / 9.44% away); ↘ Reversal 55 (above price · 5.31 / 10.69% away)
- Expected move today ±6.50
- Strikes nearest the money (high to low): 60 positive, 55 positive, 50 positive, 45 negative, 40 negative, 35 negative
- Since yesterday's close, positioning grew at 40.
- ATM implied volatility 47.1%