HSBC gamma levels.
Where HSBC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HSBC $86.98 · up 0.71% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 84 (below price · 2.98 / 3.43% away); ↯ Surge, live flow 85 (below price · 1.98 / 2.28% away); ‖ call wall — sticky, but below price · not a ceiling from here 84 (below price · 2.98 / 3.43% away); ‖ put wall — floor, slippery 80 (below price · 6.98 / 8.02% away); ⚡ gamma flip 84.44 (below price · 2.54 / 2.92% away); ↘ Reversal 80 (below price · 6.98 / 8.02% away)
- Expected move today ±2.55 · pre-open reference
- Strikes nearest the money (high to low): 89 negative, 88 negative, 87 positive, 86 positive, 85 negative, 84 positive
- ATM implied volatility 39.8%