KLIC gamma levels.
Where KLIC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KLIC $88.39 · down 3.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 85 (below price · 3.39 / 3.84% away); ↯ Surge, live flow 105 (above price · 16.61 / 18.79% away); ‖ call wall — ceiling, sticky 90 (above price · 1.61 / 1.82% away); ‖ put wall — floor, slippery 85 (below price · 3.39 / 3.84% away); ⚡ gamma flip 85.52 (below price · 2.87 / 3.25% away); ↘ Reversal 90 (above price · 1.61 / 1.82% away)
- Expected move today ±6.52
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 negative, 80 negative, 75 negative
- Since yesterday's close, positioning grew at 85, 90 and faded at 100, 110, 120.
- ATM implied volatility 65.1%