KLAC gamma levels.
Where KLAC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KLAC $183.97 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 224 (above price · 40.03 / 21.76% away); ↯ Surge — live flow 185 (above price · 1.03 / 0.56% away); ‖ call wall — sticky, but below price · not a ceiling from here 177.5 (below price · 6.47 / 3.52% away); ‖ put wall — slippery, but above price · not a floor from here 224 (above price · 40.03 / 21.76% away); ↘ Reversal 177.5 (below price · 6.47 / 3.52% away)
- Expected move today ±9.84 · pre-open reference
- Strikes nearest the money (high to low): 186 negative, 185 positive, 184 positive, 183 positive, 182.5 negative, 182 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 155, 172.5, 177.5 and faded at 200, 224.
- ATM implied volatility 55.9%