KMI gamma levels.
Where KMI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KMI $33.08 · up 1.82% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 33 (below price · 0.08 / 0.24% away); ↯ Surge, live flow 33 (below price · 0.08 / 0.24% away); ‖ call wall — sticky, but below price · not a ceiling from here 33 (below price · 0.08 / 0.24% away); ‖ put wall — floor, slippery 31 (below price · 2.08 / 6.29% away); ↘ Reversal 31 (below price · 2.08 / 6.29% away)
- Expected move today ±0.95
- Strikes nearest the money (high to low): 34.5 positive, 34 positive, 33.5 positive, 33 positive, 32.5 positive, 32 positive
- Since yesterday's close, positioning grew at 33, 34, 35 and faded at 32.
- ATM implied volatility 24.0%