LI gamma levels.
Where LI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LI $11.40 · down 1.21% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 11 (below price · 0.40 / 3.51% away); ↯ Surge, live flow 11.5 (above price · 0.10 / 0.88% away); ‖ call wall — ceiling, sticky 25 (above price · 13.60 / 119.30% away); ‖ put wall — floor, slippery 11 (below price · 0.40 / 3.51% away); ⚡ gamma flip 11.68 (above price · 0.28 / 2.46% away); ↘ Reversal 25 (above price · 13.60 / 119.30% away)
- Expected move today ±0.91
- Strikes nearest the money (high to low): 12.5 positive, 12 positive, 11.5 positive, 11 negative, 10.5 negative, 10 negative
- Since yesterday's close, positioning grew at 11 and faded at 10.5, 11.5, 13.
- ATM implied volatility 50.2%