JXN gamma levels.
Where JXN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- JXN $135.97 · up 1.09% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 125 (below price · 10.97 / 8.07% away); ↯ Surge, live flow 135 (below price · 0.97 / 0.71% away); ‖ call wall — ceiling, sticky 145 (above price · 9.03 / 6.64% away); ‖ put wall — floor, slippery 125 (below price · 10.97 / 8.07% away); ⚡ gamma flip 144.18 (above price · 8.21 / 6.04% away); ↘ Reversal 145 (above price · 9.03 / 6.64% away)
- Expected move today ±15.8 · pre-open reference
- Strikes nearest the money (high to low): 150 positive, 145 positive, 140 positive, 135 positive, 130 negative, 125 negative
- ATM implied volatility 46.9%