MAR gamma levels.
Where MAR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- MAR $351.08 · down 0.79% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 330 (below price · 21.08 / 6.00% away); ↯ Surge — live flow 375 (above price · 23.92 / 6.81% away); ‖ call wall — sticky, but below price · not a ceiling from here 330 (below price · 21.08 / 6.00% away); ‖ put wall — slippery, but above price · not a floor from here 360 (above price · 8.92 / 2.54% away); ↘ Reversal 360 (above price · 8.92 / 2.54% away)
- Expected move today ±4.39
- Strikes nearest the money (high to low): 365 sticky, 360 slippery, 355 sticky, 350 slippery, 345 slippery, 340 slippery
- Since yesterday's close, positioning grew at 330, 360 and faded at 345.
- ATM implied volatility 23.0%