LHX gamma levels.
Where LHX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- LHX $262.82 · up 0.32% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 250 (below price · 12.82 / 4.88% away); ↯ Surge — live flow 275 (above price · 12.18 / 4.63% away); ‖ call wall — ceiling, sticky 300 (above price · 37.18 / 14.15% away); ‖ put wall — floor, slippery 250 (below price · 12.82 / 4.88% away); ⚡ gamma flip 258.63 (below price · 4.19 / 1.59% away); ↘ Reversal 300 (above price · 37.18 / 14.15% away)
- Expected move today ±4.16
- Strikes nearest the money (high to low): 270 slippery, 267.5 slippery, 265 slippery, 262.5 sticky, 260 slippery, 257.5 slippery
- Since yesterday's close, positioning grew at 262.5, 275 and faded at 250, 285.
- ATM implied volatility 24.3%