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 $478.12 · up 0.78% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 470 (below price · 8.12 / 1.70% away); ↯ Surge — live flow 460 (below price · 18.12 / 3.79% away); ‖ call wall — ceiling, sticky 490 (above price · 11.88 / 2.48% away); ‖ put wall — floor, slippery 470 (below price · 8.12 / 1.70% away); ⚡ gamma flip 482.07 (above price · 3.95 / 0.83% away); ↘ Reversal 490 (above price · 11.88 / 2.48% away)
- Expected move today ±17.9 · pre-open reference
- Strikes nearest the money (high to low): 500 positive, 490 positive, 480 negative, 470 negative, 460 negative, 450 negative
- Since yesterday's close, positioning grew at 490, 500 and faded at 450, 460, 470.
- ATM implied volatility 28.2%