LEVI gamma levels.
Where LEVI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LEVI $20.21 · down 0.25% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 20 (below price · 0.21 / 1.04% away); ↯ Surge — live flow 21 (above price · 0.79 / 3.91% away); ‖ call wall — ceiling, sticky 25 (above price · 4.79 / 23.70% away); ‖ put wall — floor, slippery 20 (below price · 0.21 / 1.04% away); ⚡ gamma flip 21.68 (above price · 1.47 / 7.27% away); ↘ Reversal 25 (above price · 4.79 / 23.70% away)
- Expected move today ±0.85 · pre-open reference
- Strikes nearest the money (high to low): 23 positive, 22 negative, 21 positive, 20 negative, 19 negative, 18 negative
- ATM implied volatility 47.3%