LMT gamma levels.
Where LMT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LMT $523.63 · up 0.25% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 520 (below price · 3.63 / 0.69% away); ↯ Surge — live flow 520 (below price · 3.63 / 0.69% away); ‖ call wall — ceiling, sticky 600 (above price · 76.37 / 14.58% away); ‖ put wall — floor, slippery 520 (below price · 3.63 / 0.69% away); ⚡ gamma flip 529.57 (above price · 5.94 / 1.13% away); ↘ Reversal 600 (above price · 76.37 / 14.58% away)
- Expected move today ±14.5 · pre-open reference
- Strikes nearest the money (high to low): 530 negative, 527.5 positive, 525 negative, 522.5 negative, 520 negative, 517.5 negative
- Since yesterday's close, positioning grew at 475, 500, 520 and faded at 530.
- ATM implied volatility 31.1%