JPM gamma levels.
Where JPM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JPM $339.56 · down 0.13% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 335 (below price · 4.56 / 1.34% away); ↯ Surge — live flow 345 (above price · 5.44 / 1.60% away); ‖ call wall — ceiling, sticky 345 (above price · 5.44 / 1.60% away); ‖ put wall — floor, slippery 335 (below price · 4.56 / 1.34% away); ⚡ gamma flip 337.49 (below price · 2.07 / 0.61% away); ↘ Reversal 345 (above price · 5.44 / 1.60% away)
- Expected move today ±8.22 · pre-open reference
- Strikes nearest the money (high to low): 345 positive, 342.5 positive, 340 negative, 337.5 negative, 335 negative, 332.5 negative
- Since yesterday's close, positioning grew at 335, 345, 350.
- ATM implied volatility 26.6%