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 $95.67 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (below price · 0.67 / 0.70% away); ↯ Surge, live flow 97 (above price · 1.33 / 1.39% away); ‖ call wall — sticky, but below price · not a ceiling from here 95 (below price · 0.67 / 0.70% away); ‖ put wall — floor, slippery 87.5 (below price · 8.17 / 8.54% away); ↘ Reversal 87.5 (below price · 8.17 / 8.54% away)
- Expected move today ±2.99 · pre-open reference
- Strikes nearest the money (high to low): 98 positive, 97.5 positive, 97 positive, 96 positive, 95 positive, 94 positive
- Since yesterday's close, positioning grew at 87.5 and faded at 94, 95, 97.
- ATM implied volatility 22.5%