KHC gamma levels.
Where KHC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- KHC $25.70 · up 2.27% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 25.5 (below price · 0.20 / 0.78% away); ↯ Surge — live flow 26 (above price · 0.30 / 1.17% away); ‖ call wall — sticky, but below price · not a ceiling from here 25.5 (below price · 0.20 / 0.78% away); ‖ put wall — floor, slippery 22.5 (below price · 3.20 / 12.45% away); ⚡ gamma flip 23.18 (below price · 2.52 / 9.81% away); ↘ Reversal 22.5 (below price · 3.20 / 12.45% away)
- Expected move today ±0.28
- Strikes nearest the money (high to low): 27 sticky, 26.5 sticky, 26 sticky, 25.5 sticky, 25 sticky, 24.5 slippery
- Since yesterday's close, positioning grew at 25.5, 26, 27.5 and faded at 25.
- Event pricing: the options market prices an unusually large move into 2026-09-25 (±$2.24 by that date, about 2x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 31.3%