LOW gamma levels.
Where LOW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LOW $224.55 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 230 (above price · 5.45 / 2.43% away); ↯ Surge, live flow 220 (below price · 4.55 / 2.03% away); ‖ call wall — ceiling, sticky 230 (above price · 5.45 / 2.43% away); ‖ put wall — floor, slippery 190 (below price · 34.55 / 15.39% away); ⚡ gamma flip 211.58 (below price · 12.97 / 5.78% away); ↘ Reversal 190 (below price · 34.55 / 15.39% away)
- Expected move today ±10.9 · pre-open reference
- Strikes nearest the money (high to low): 230 positive, 227.5 negative, 225 positive, 222.5 positive, 220 positive, 217.5 positive
- Since yesterday's close, positioning grew at 235 and faded at 225, 227.5, 230.
- ATM implied volatility 34.8%