KEYS gamma levels.
Where KEYS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KEYS $325.01 · down 3.81% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 340 (above price · 14.99 / 4.61% away); ↯ Surge — live flow 340 (above price · 14.99 / 4.61% away); ‖ call wall — ceiling, sticky 340 (above price · 14.99 / 4.61% away); ‖ put wall — floor, slippery 280 (below price · 45.01 / 13.85% away); ⚡ gamma flip 301.56 (below price · 23.45 / 7.22% away); ↘ Reversal 280 (below price · 45.01 / 13.85% away)
- Expected move today ±17.8 · pre-open reference
- Strikes nearest the money (high to low): 350 positive, 340 positive, 330 positive, 320 positive, 310 negative, 300 negative
- Since yesterday's close, positioning grew at 310, 320, 350 and faded at 340, 360, 370.
- ATM implied volatility 45.5%