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 $21.53 · up 1.56% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 22 (above price · 0.47 / 2.18% away); ↯ Surge, live flow 22 (above price · 0.47 / 2.18% away); ‖ call wall — ceiling, sticky 22 (above price · 0.47 / 2.18% away); ‖ put wall — floor, slippery 20 (below price · 1.53 / 7.11% away); ⚡ gamma flip 19.26 (below price · 2.27 / 10.54% away); ↘ Reversal 20 (below price · 1.53 / 7.11% away)
- Expected move today ±1.33 · pre-open reference
- Strikes nearest the money (high to low): 24 positive, 23 positive, 22 positive, 21 positive, 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 faded at 22.
- ATM implied volatility 24.9%