MCK gamma levels.
Where MCK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MCK $955.76 · up 1.80% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 960 (above price · 4.24 / 0.44% away); ↯ Surge, live flow 960 (above price · 4.24 / 0.44% away); ‖ call wall — ceiling, sticky 960 (above price · 4.24 / 0.44% away); ‖ put wall — floor, slippery 840 (below price · 115.76 / 12.11% away); ⚡ gamma flip 870.93 (below price · 84.83 / 8.88% away); ↘ Reversal 840 (below price · 115.76 / 12.11% away)
- Expected move today ±31.1
- Strikes nearest the money (high to low): 980 positive, 970 positive, 960 positive, 950 positive, 940 positive, 930 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 960, 970, 980 and faded at 920, 930, 940.
- ATM implied volatility 26.0%