KKR gamma levels.
Where KKR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KKR $91.51 · up 0.62% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 90 (below price · 1.51 / 1.65% away); ↯ Surge, live flow 105 (above price · 13.49 / 14.74% away); ‖ call wall — ceiling, sticky 125 (above price · 33.49 / 36.60% away); ‖ put wall — floor, slippery 90 (below price · 1.51 / 1.65% away); ↘ Reversal 125 (above price · 33.49 / 36.60% away)
- Expected move today ±5.04
- Strikes nearest the money (high to low): 94 positive, 93 negative, 92.5 negative, 92 positive, 91 negative, 90 negative
- Since yesterday's close, positioning grew at 95 and faded at 90.
- ATM implied volatility 39.0%