MDLZ gamma levels.
Where MDLZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MDLZ $61.79 · up 2.28% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 65 (above price · 3.21 / 5.20% away); ↯ Surge, live flow 62.5 (above price · 0.71 / 1.15% away); ‖ call wall — ceiling, sticky 65 (above price · 3.21 / 5.20% away); ‖ put wall — floor, slippery 55 (below price · 6.79 / 10.99% away); ⚡ gamma flip 59.45 (below price · 2.34 / 3.79% away); ↘ Reversal 55 (below price · 6.79 / 10.99% away)
- Expected move today ±1.69
- Strikes nearest the money (high to low): 64 positive, 63 positive, 62.5 positive, 62 positive, 61 positive, 60 negative
- Since yesterday's close, positioning grew at 55, 62.5, 65 and faded at 60.
- ATM implied volatility 36.2%