LITE gamma levels.
Where LITE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LITE $936.42 · down 1.89% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 1000 (above price · 63.58 / 6.79% away); ↯ Surge — live flow 1000 (above price · 63.58 / 6.79% away); ‖ call wall — ceiling, sticky 1000 (above price · 63.58 / 6.79% away); ‖ put wall — floor, slippery 930 (below price · 6.42 / 0.69% away); ⚡ gamma flip 940.95 (above price · 4.53 / 0.48% away); ↘ Reversal 930 (below price · 6.42 / 0.69% away)
- Expected move today ±71.0
- Strikes nearest the money (high to low): 942.5 negative, 940 negative, 937.5 positive, 935 positive, 932.5 positive, 930 negative
- Since yesterday's close, positioning grew at 920, 940, 945.
- ATM implied volatility 81.0%