MCD gamma levels.
Where MCD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MCD $251.62 · up 1.51% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 245 (below price · 6.62 / 2.63% away); ↯ Surge — live flow 255 (above price · 3.38 / 1.34% away); ‖ call wall — ceiling, sticky 300 (above price · 48.38 / 19.23% away); ‖ put wall — floor, slippery 245 (below price · 6.62 / 2.63% away); ⚡ gamma flip 250.62 (below price · 1.00 / 0.40% away); ↘ Reversal 300 (above price · 48.38 / 19.23% away)
- Expected move today ±8.79 · pre-open reference
- Strikes nearest the money (high to low): 257.5 positive, 255 negative, 252.5 positive, 250 negative, 247.5 negative, 245 negative
- Since yesterday's close, positioning grew at 300 and faded at 245.
- ATM implied volatility 36.9%