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 $138.49 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 154 (above price · 15.51 / 11.20% away); ↯ Surge, live flow 150 (above price · 11.51 / 8.31% away); ‖ call wall — ceiling, sticky 155 (above price · 16.51 / 11.92% away); ‖ put wall — slippery, but above price · not a floor from here 154 (above price · 15.51 / 11.20% away); ↘ Reversal 155 (above price · 16.51 / 11.92% away)
- Expected move today ±15.1 · pre-open reference
- Strikes nearest the money (high to low): 141 negative, 140 negative, 139 negative, 138 negative, 137 negative, 136 negative
- Since yesterday's close, positioning grew at 133, 154, 155 and faded at 134, 140, 145.
- ATM implied volatility 78.0%