LULU gamma levels.
Where LULU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LULU $102.28 · up 0.97% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 90 (below price · 12.28 / 12.01% away); ↯ Surge — live flow 102 (below price · 0.28 / 0.27% away); ‖ call wall — sticky, but below price · not a ceiling from here 102 (below price · 0.28 / 0.27% away); ‖ put wall — floor, slippery 90 (below price · 12.28 / 12.01% away); ⚡ gamma flip 100.8 (below price · 1.48 / 1.45% away); ↘ Reversal 102 (below price · 0.28 / 0.27% away)
- Expected move today ±4.21
- Strikes nearest the money (high to low): 105 positive, 104 positive, 103 positive, 102 positive, 101 positive, 100 negative
- Since yesterday's close, positioning grew at 85, 90, 96 and faded at 105, 107, 115.
- ATM implied volatility 44.0%