LAZ gamma levels.
Where LAZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LAZ $39.54 · up 2.78% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 45 (above price · 5.46 / 13.81% away); ↯ Surge, live flow 29 (below price · 10.54 / 26.66% away); ‖ call wall — ceiling, sticky 45 (above price · 5.46 / 13.81% away); ‖ put wall — floor, slippery 34 (below price · 5.54 / 14.01% away); ⚡ gamma flip 35.82 (below price · 3.72 / 9.41% away); ↘ Reversal 34 (below price · 5.54 / 14.01% away)
- Expected move today ±5.65 · pre-open reference
- Strikes nearest the money (high to low): 42 positive, 41 positive, 40 positive, 39 positive, 38 negative, 37 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 56.9%