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 $67.16 · down 1.26% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 59 (below price · 8.16 / 12.15% away); ↯ Surge — live flow 74 (above price · 6.84 / 10.18% away); ‖ call wall — ceiling, sticky 70 (above price · 2.84 / 4.23% away); ‖ put wall — floor, slippery 59 (below price · 8.16 / 12.15% away); ↘ Reversal 70 (above price · 2.84 / 4.23% away)
- Expected move today ±3.42 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 69 positive, 68 negative, 67 positive, 66 positive, 65 positive
- Since yesterday's close, positioning faded at 70.
- ATM implied volatility 46.9%