JBLU gamma levels.
Where JBLU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JBLU $4.37 · down 1.13% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 4 (below price · 0.37 / 8.47% away); ↯ Surge — live flow 4 (below price · 0.37 / 8.47% away); ‖ call wall — ceiling, sticky 7 (above price · 2.63 / 60.18% away); ‖ put wall — floor, slippery 4 (below price · 0.37 / 8.47% away); ⚡ gamma flip 4.75 (above price · 0.38 / 8.70% away); ↘ Reversal 7 (above price · 2.63 / 60.18% away)
- Expected move today ±0.42 · pre-open reference
- Strikes nearest the money (high to low): 5.5 positive, 5 negative, 4.5 positive, 4 negative, 3.5 negative, 3 negative
- Since yesterday's close, positioning grew at 4, 4.5 and faded at 5, 6, 7.
- ATM implied volatility 73.3%