KEY gamma levels.
Where KEY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KEY $21.77 · down 0.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 22 (above price · 0.23 / 1.06% away); ↯ Surge — live flow 21 (below price · 0.77 / 3.54% away); ‖ call wall — ceiling, sticky 22 (above price · 0.23 / 1.06% away); ‖ put wall — floor, slippery 20 (below price · 1.77 / 8.13% away); ⚡ gamma flip 20.47 (below price · 1.30 / 5.97% away); ↘ Reversal 20 (below price · 1.77 / 8.13% away)
- Expected move today ±0.75 · pre-open reference
- Strikes nearest the money (high to low): 24 positive, 23 positive, 22 positive, 21 negative, 20 negative, 19 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 22 and faded at 23, 25.
- ATM implied volatility 25.9%