HSY gamma levels.
Where HSY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- HSY $163.84 · up 0.68% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 165 (above price · 1.16 / 0.71% away); ↯ Surge, live flow 165 (above price · 1.16 / 0.71% away); ‖ call wall — ceiling, sticky 175 (above price · 11.16 / 6.81% away); ‖ put wall — slippery, but above price · not a floor from here 165 (above price · 1.16 / 0.71% away); ⚡ gamma flip 167.47 (above price · 3.63 / 2.22% away); ↘ Reversal 175 (above price · 11.16 / 6.81% away)
- Expected move today ±5.51
- Strikes nearest the money (high to low): 170 negative, 167.5 positive, 165 negative, 162.5 positive, 160 negative, 157.5 negative
- Since yesterday's close, positioning grew at 167.5, 175 and faded at 165.
- ATM implied volatility 28.7%