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 $276.52 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 280 (above price · 3.48 / 1.26% away); ↯ Surge, live flow 285 (above price · 8.48 / 3.07% away); ‖ call wall — ceiling, sticky 280 (above price · 3.48 / 1.26% away); ‖ put wall — floor, slippery 230 (below price · 46.52 / 16.82% away); ⚡ gamma flip 247.79 (below price · 28.73 / 10.39% away); ↘ Reversal 230 (below price · 46.52 / 16.82% away)
- Expected move today ±9.36 · pre-open reference
- Strikes nearest the money (high to low): 282.5 positive, 280 positive, 277.5 positive, 275 positive, 272.5 negative, 270 positive
- Since yesterday's close, positioning faded at 275, 277.5, 280.
- ATM implied volatility 23.4%