KBE gamma levels.
Where KBE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KBE $66.63 · up 1.51% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 59 (below price · 7.63 / 11.45% away); ↯ Surge, live flow 67 (above price · 0.37 / 0.56% away); ‖ call wall — sticky, but below price · not a ceiling from here 65 (below price · 1.63 / 2.45% away); ‖ put wall — floor, slippery 59 (below price · 7.63 / 11.45% away); ↘ Reversal 65 (below price · 1.63 / 2.45% away)
- Expected move today ±7.20 · pre-open reference
- Strikes nearest the money (high to low): 69 positive, 68 negative, 67 positive, 66 positive, 65 positive, 64 positive
- Since yesterday's close, positioning faded at 53, 59.
- ATM implied volatility 44.4%