JAZZ gamma levels.
Where JAZZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JAZZ $209.01 · up 1.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 240 (above price · 30.99 / 14.83% away); ↯ Surge, live flow 230 (above price · 20.99 / 10.04% away); ‖ call wall — ceiling, sticky 240 (above price · 30.99 / 14.83% away); ‖ put wall — floor, slippery 170 (below price · 39.01 / 18.66% away); ↘ Reversal 170 (below price · 39.01 / 18.66% away)
- Expected move today ±22.4 · pre-open reference
- Strikes nearest the money (high to low): 230 positive, 220 positive, 210 positive, 200 positive, 195 positive, 190 negative
- Since yesterday's close, positioning grew at 240.
- ATM implied volatility 42.4%