LII gamma levels.
Where LII tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LII $356.72 · up 0.08% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 360 (above price · 3.28 / 0.92% away); ↯ Surge, live flow 360 (above price · 3.28 / 0.92% away); ‖ call wall — ceiling, sticky 430 (above price · 73.28 / 20.54% away); ‖ put wall — slippery, but above price · not a floor from here 360 (above price · 3.28 / 0.92% away); ↘ Reversal 430 (above price · 73.28 / 20.54% away)
- Expected move today ±14.8 · pre-open reference
- Strikes nearest the money (high to low): 380 negative, 370 negative, 360 negative, 350 negative, 340 negative, 330 negative
- ATM implied volatility 44.3%