MAA gamma levels.
Where MAA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MAA $127.26 · up 1.73% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 125 (below price · 2.26 / 1.78% away); ↯ Surge — live flow 135 (above price · 7.74 / 6.08% away); ‖ call wall — ceiling, sticky 150 (above price · 22.74 / 17.87% away); ‖ put wall — floor, slippery 125 (below price · 2.26 / 1.78% away); ⚡ gamma flip 135.11 (above price · 7.85 / 6.17% away); ↘ Reversal 145 (above price · 17.74 / 13.94% away)
- Expected move today ±3.76 · pre-open reference
- Strikes nearest the money (high to low): 140 positive, 135 positive, 130 negative, 125 negative, 120 negative, 115 negative
- Since yesterday's close, positioning grew at 130, 135, 145 and faded at 115, 120.
- ATM implied volatility 33.7%