KR gamma levels.
Where KR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- KR $57.72 · up 1.39% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 58 (above price · 0.28 / 0.49% away); ↯ Surge — live flow 58 (above price · 0.28 / 0.49% away); ‖ call wall — ceiling, sticky 58 (above price · 0.28 / 0.49% away); ‖ put wall — floor, slippery 55 (below price · 2.72 / 4.71% away); ⚡ gamma flip 54.53 (below price · 3.19 / 5.53% away); ↘ Reversal 55 (below price · 2.72 / 4.71% away)
- Expected move today ±0.61
- Strikes nearest the money (high to low): 60 sticky, 59 sticky, 58 sticky, 57.5 slippery, 57 slippery, 56 slippery
- Since yesterday's close, positioning grew at 58, 59 and faded at 60.
- Event pricing: the options market prices an unusually large move into 2026-09-11 (±$4.20 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 24.5%