MCO gamma levels.
Where MCO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MCO $484.59 · up 1.53% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 490 (above price · 5.41 / 1.12% away); ↯ Surge, live flow 420 (below price · 64.59 / 13.33% away); ‖ call wall — ceiling, sticky 490 (above price · 5.41 / 1.12% away); ‖ put wall — floor, slippery 450 (below price · 34.59 / 7.14% away); ⚡ gamma flip 456.79 (below price · 27.80 / 5.74% away); ↘ Reversal 450 (below price · 34.59 / 7.14% away)
- Expected move today ±32.6 · pre-open reference
- Strikes nearest the money (high to low): 510 positive, 500 positive, 490 positive, 480 negative, 470 negative, 460 negative
- Since yesterday's close, positioning grew at 490 and faded at 510.
- ATM implied volatility 25.0%