MDLZ gamma levels.
Where MDLZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- MDLZ $62.36 · down 0.11% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 62.5 (above price · 0.14 / 0.22% away); ↯ Surge — live flow 63 (above price · 0.64 / 1.03% away); ‖ call wall — ceiling, sticky 62.5 (above price · 0.14 / 0.22% away); ‖ put wall — floor, slippery 55 (below price · 7.36 / 11.80% away); ⚡ gamma flip 59.12 (below price · 3.24 / 5.20% away); ↘ Reversal 55 (below price · 7.36 / 11.80% away)
- Expected move today ±1.09
- Strikes nearest the money (high to low): 64 slippery, 63 slippery, 62.5 sticky, 62 slippery, 61 slippery, 60 slippery
- Since yesterday's close, positioning grew at 52.5, 67.5, 70 and faded at 62.5.
- ATM implied volatility 31.3%