INTC gamma levels.
Where INTC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- INTC $56.28 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 50 (below price · 6.28 / 11.16% away); ↯ Surge, live flow 60 (above price · 3.72 / 6.61% away); ‖ call wall — ceiling, sticky 61 (above price · 4.72 / 8.39% away); ‖ put wall — floor, slippery 50 (below price · 6.28 / 11.16% away); ↘ Reversal 61 (above price · 4.72 / 8.39% away)
- Expected move today ±6.85 · pre-open reference
- Strikes nearest the money (high to low): 58 negative, 57.5 negative, 57 negative, 56 negative, 55 positive, 54 negative
- Since yesterday's close, positioning grew at 48, 61, 63 and faded at 50, 55, 60.
- ATM implied volatility 86.6%