KNX gamma levels.
Where KNX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KNX $59.69 · down 1.92% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 75 (above price · 15.31 / 25.65% away); ↯ Surge, live flow 65 (above price · 5.31 / 8.90% away); ‖ call wall — ceiling, sticky 75 (above price · 15.31 / 25.65% away); ‖ put wall — floor, slippery 57.5 (below price · 2.19 / 3.67% away)
- Expected move today ±5.96 · pre-open reference
- Strikes nearest the money (high to low): 65 positive, 62.5 negative, 60 positive, 57.5 negative, 55 negative, 52.5 negative
- Since yesterday's close, positioning faded at 60, 75.
- ATM implied volatility 38.9%