LIN gamma levels.
Where LIN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LIN $487.35 · up 0.75% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 460 (below price · 27.35 / 5.61% away); ↯ Surge, live flow 495 (above price · 7.65 / 1.57% away); ‖ call wall — ceiling, sticky 500 (above price · 12.65 / 2.60% away); ‖ put wall — floor, slippery 460 (below price · 27.35 / 5.61% away); ⚡ gamma flip 489.15 (above price · 1.80 / 0.37% away); ↘ Reversal 500 (above price · 12.65 / 2.60% away)
- Expected move today ±12.8
- Strikes nearest the money (high to low): 500 positive, 495 positive, 490 positive, 485 negative, 480 positive, 475 negative
- Since yesterday's close, positioning grew at 490, 495, 500 and faded at 460, 475, 485.
- ATM implied volatility 23.4%