HRL gamma levels.
Where HRL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HRL $20.76 · up 1.32% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 24 (above price · 3.24 / 15.61% away); ↯ Surge — live flow 21 (above price · 0.24 / 1.16% away); ‖ call wall — ceiling, sticky 24 (above price · 3.24 / 15.61% away); ‖ put wall — floor, slippery 20 (below price · 0.76 / 3.66% away); ↘ Reversal 20 (below price · 0.76 / 3.66% away)
- Expected move today ±0.68 · pre-open reference
- Strikes nearest the money (high to low): 22 positive, 21.5 negative, 21 negative, 20.5 positive, 20 negative, 19.5 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 20.5, 21, 22 and faded at 23, 25.
- ATM implied volatility 30.3%