KLIC gamma levels.
Where KLIC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- KLIC $81.03 · down 4.30% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 85 (above price · 3.97 / 4.90% away); ↯ Surge — live flow 95 (above price · 13.97 / 17.24% away); ‖ call wall — ceiling, sticky 120 (above price · 38.97 / 48.09% away); ‖ put wall — slippery, but above price · not a floor from here 85 (above price · 3.97 / 4.90% away); ⚡ gamma flip 71.63 (below price · 9.40 / 11.60% away); ↘ Reversal 120 (above price · 38.97 / 48.09% away)
- Expected move today ±10.6
- Strikes nearest the money (high to low): 95 sticky, 90 sticky, 85 slippery, 80 slippery, 75 slippery, 70 slippery
- 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 75, 90 and faded at 95, 110, 120.
- ATM implied volatility 51.7%