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 $22.36 · up 3.37% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (above price · 2.64 / 11.81% away); ↯ Surge, live flow 22 (below price · 0.36 / 1.61% away); ‖ call wall — ceiling, sticky 25 (above price · 2.64 / 11.81% away); ‖ put wall — floor, slippery 20 (below price · 2.36 / 10.55% away); ↘ Reversal 20 (below price · 2.36 / 10.55% away)
- Expected move today ±1.92 · pre-open reference
- Strikes nearest the money (high to low): 25 positive, 24 positive, 23 positive, 22 positive, 21 positive, 20 negative
- Since yesterday's close, positioning grew at 23, 25, 27 and faded at 19, 20, 21.
- ATM implied volatility 34.0%