KMB gamma levels.
Where KMB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KMB $95.41 · up 1.11% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 95 (below price · 0.41 / 0.43% away); ↯ Surge, live flow 96 (above price · 0.59 / 0.62% away); ‖ call wall — ceiling, sticky 105 (above price · 9.59 / 10.05% away); ‖ put wall — floor, slippery 95 (below price · 0.41 / 0.43% away); ⚡ gamma flip 98.19 (above price · 2.78 / 2.91% away); ↘ Reversal 105 (above price · 9.59 / 10.05% away)
- Expected move today ±2.32
- Strikes nearest the money (high to low): 98 negative, 97 negative, 96 negative, 95 negative, 94 negative, 93 negative
- Since yesterday's close, positioning grew at 85, 95, 105.
- ATM implied volatility 23.5%