KRE gamma levels.
Where KRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- KRE $74.31 · down 0.05% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 80 (above price · 5.69 / 7.66% away); ↯ Surge — live flow 79 (above price · 4.69 / 6.31% away); ‖ call wall — ceiling, sticky 80 (above price · 5.69 / 7.66% away); ‖ put wall — floor, slippery 72 (below price · 2.31 / 3.11% away); ⚡ gamma flip 75.7 (above price · 1.39 / 1.87% away); ↘ Reversal 72 (below price · 2.31 / 3.11% away)
- Expected move today ±0.53
- Strikes nearest the money (high to low): 75.5 sticky, 75 slippery, 74.5 sticky, 74 slippery, 73.5 slippery, 73 slippery
- Since yesterday's close, positioning grew at 73, 77 and faded at 74, 74.5, 80.
- ATM implied volatility 25.0%