KSS gamma levels.
Where KSS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- KSS $21.17 · up 4.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (below price · 1.17 / 5.53% away); ↯ Surge, live flow 23 (above price · 1.83 / 8.64% away); ‖ call wall — sticky, but below price · not a ceiling from here 20 (below price · 1.17 / 5.53% away); ‖ put wall — floor, slippery 15 (below price · 6.17 / 29.15% away); ↘ Reversal 15 (below price · 6.17 / 29.15% away)
- Expected move today ±1.70
- Strikes nearest the money (high to low): 22.5 positive, 22 positive, 21.5 positive, 21 positive, 20.5 positive, 20 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 21, 22, 23 and faded at 15, 18, 19.
- ATM implied volatility 60.0%