LI gamma levels.
Where LI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- LI $12.23 · up 0.41% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 12 (below price · 0.23 / 1.88% away); ↯ Surge — live flow 12 (below price · 0.23 / 1.88% away); ‖ call wall — ceiling, sticky 25 (above price · 12.77 / 104.42% away); ‖ put wall — floor, slippery 12 (below price · 0.23 / 1.88% away); ⚡ gamma flip 13.13 (above price · 0.90 / 7.36% away); ↘ Reversal 25 (above price · 12.77 / 104.42% away)
- Expected move today ±0.22
- Strikes nearest the money (high to low): 13.5 sticky, 13 slippery, 12.5 sticky, 12 slippery, 11.5 slippery, 11 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 19, 35 and faded at 11.5, 12, 13.
- ATM implied volatility 40.9%