MA gamma levels.
Where MA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MA $558.26 · down 1.65% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 600 (above price · 41.74 / 7.48% away); ↯ Surge — live flow 567.5 (above price · 9.24 / 1.66% away); ‖ call wall — ceiling, sticky 600 (above price · 41.74 / 7.48% away); ‖ put wall — floor, slippery 540 (below price · 18.26 / 3.27% away); ⚡ gamma flip 558.49 (above price · 0.23 / 0.04% away); ↘ Reversal 540 (below price · 18.26 / 3.27% away)
- Expected move today ±12.0 · pre-open reference
- Strikes nearest the money (high to low): 565 negative, 562.5 negative, 560 negative, 557.5 negative, 555 negative, 552.5 negative
- ATM implied volatility 23.5%