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 $334.49 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 350 (above price · 15.51 / 4.64% away); ↯ Surge, live flow 330 (below price · 4.49 / 1.34% away); ‖ call wall — ceiling, sticky 350 (above price · 15.51 / 4.64% away); ‖ put wall — floor, slippery 320 (below price · 14.49 / 4.33% away); ⚡ gamma flip 332.77 (below price · 1.72 / 0.51% away); ↘ Reversal 320 (below price · 14.49 / 4.33% away)
- Expected move today ±13.0 · pre-open reference
- Strikes nearest the money (high to low): 340 positive, 337.5 positive, 335 negative, 332.5 positive, 330 negative, 327.5 negative
- Since yesterday's close, positioning grew at 320, 340 and faded at 345, 350, 360.
- ATM implied volatility 28.1%