LYB gamma levels.
Where LYB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LYB $59.22 · up 1.09% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 60 (above price · 0.78 / 1.32% away); ↯ Surge, live flow 62.5 (above price · 3.28 / 5.54% away); ‖ call wall — ceiling, sticky 70 (above price · 10.78 / 18.20% away); ‖ put wall — slippery, but above price · not a floor from here 60 (above price · 0.78 / 1.32% away); ↘ Reversal 70 (above price · 10.78 / 18.20% away)
- Expected move today ±4.86
- Strikes nearest the money (high to low): 65 positive, 62.5 negative, 60 negative, 57.5 negative, 55 negative, 52.5 negative
- Since yesterday's close, positioning grew at 62.5.
- ATM implied volatility 40.9%