LLY gamma levels.
Where LLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LLY $1354.00 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 1440 (above price · 86.00 / 6.35% away); ↯ Surge, live flow 1400 (above price · 46.00 / 3.40% away); ‖ call wall — ceiling, sticky 1440 (above price · 86.00 / 6.35% away); ‖ put wall — floor, slippery 1315 (below price · 39.00 / 2.88% away); ↘ Reversal 1315 (below price · 39.00 / 2.88% away)
- Expected move today ±66.7 · pre-open reference
- Strikes nearest the money (high to low): 1365 negative, 1360 positive, 1355 negative, 1350 positive, 1345 negative, 1340 negative
- Since yesterday's close, positioning grew at 1320, 1400 and faded at 1350, 1450, 1500.
- ATM implied volatility 35.2%