KDP gamma levels.
Where KDP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- KDP $32.04 · up 1.20% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 33 (above price · 0.96 / 3.00% away); ↯ Surge — live flow 33 (above price · 0.96 / 3.00% away); ‖ call wall — ceiling, sticky 33 (above price · 0.96 / 3.00% away); ‖ put wall — floor, slippery 29 (below price · 3.04 / 9.49% away)
- Expected move today ±1.03
- Strikes nearest the money (high to low): 35 sticky, 34 sticky, 33 sticky, 32 sticky, 31 sticky, 30 sticky
- Since yesterday's close, positioning faded at 31, 32, 33.
- ATM implied volatility 22.7%