KO gamma levels.
Where KO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KO $88.88 · up 2.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 89 (above price · 0.12 / 0.14% away); ↯ Surge — live flow 89 (above price · 0.12 / 0.14% away); ‖ call wall — ceiling, sticky 89 (above price · 0.12 / 0.14% away); ‖ put wall — floor, slippery 77.5 (below price · 11.38 / 12.80% away); ⚡ gamma flip 82.04 (below price · 6.84 / 7.70% away); ↘ Reversal 77.5 (below price · 11.38 / 12.80% away)
- Expected move today ±1.54 · pre-open reference
- Strikes nearest the money (high to low): 91 positive, 90 positive, 89 positive, 88 positive, 87.5 positive, 87 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 89.
- ATM implied volatility 19.1%