KR gamma levels.
Where KR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KR $62.56 · up 1.49% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 62 (below price · 0.56 / 0.90% away); ↯ Surge, live flow 62.5 (below price · 0.06 / 0.10% away); ‖ call wall — sticky, but below price · not a ceiling from here 62 (below price · 0.56 / 0.90% away); ‖ put wall — floor, slippery 57.5 (below price · 5.06 / 8.09% away); ⚡ gamma flip 58.43 (below price · 4.13 / 6.60% away); ↘ Reversal 57.5 (below price · 5.06 / 8.09% away)
- Expected move today ±2.12
- Strikes nearest the money (high to low): 65 positive, 64 positive, 63 positive, 62.5 positive, 62 positive, 61 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 62, 62.5, 63 and faded at 61.
- ATM implied volatility 27.3%