JCI gamma levels.
Where JCI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JCI $155.41 · down 1.29% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 4.59 / 2.95% away); ↯ Surge, live flow 155 (below price · 0.41 / 0.26% away); ‖ call wall — ceiling, sticky 160 (above price · 4.59 / 2.95% away); ‖ put wall — floor, slippery 140 (below price · 15.41 / 9.92% away); ↘ Reversal 140 (below price · 15.41 / 9.92% away)
- Expected move today ±5.95
- Strikes nearest the money (high to low): 170 positive, 165 positive, 160 positive, 155 positive, 150 positive, 145 positive
- Since yesterday's close, positioning grew at 150, 155 and faded at 160, 165, 170.
- ATM implied volatility 30.7%