JNJ gamma levels.
Where JNJ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JNJ $268.98 · down 0.08% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 280 (above price · 11.02 / 4.10% away); ↯ Surge — live flow 265 (below price · 3.98 / 1.48% away); ‖ call wall — ceiling, sticky 280 (above price · 11.02 / 4.10% away); ‖ put wall — floor, slippery 265 (below price · 3.98 / 1.48% away); ⚡ gamma flip 264.72 (below price · 4.26 / 1.58% away); ↘ Reversal 265 (below price · 3.98 / 1.48% away)
- Expected move today ±6.52 · pre-open reference
- Strikes nearest the money (high to low): 275 positive, 272.5 positive, 270 positive, 267.5 negative, 265 negative, 262.5 negative
- Since yesterday's close, positioning faded at 260, 265.
- ATM implied volatility 26.2%