MIAX gamma levels.
Where MIAX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MIAX $31.44 · down 1.69% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 3.56 / 11.32% away); ↯ Surge, live flow 35 (above price · 3.56 / 11.32% away); ‖ call wall — ceiling, sticky 35 (above price · 3.56 / 11.32% away); ‖ put wall — floor, slippery 30 (below price · 1.44 / 4.58% away); ↘ Reversal 30 (below price · 1.44 / 4.58% away)
- Expected move today ±4.49 · pre-open reference
- Strikes nearest the money (high to low): 40 positive, 35 positive, 30 negative, 25 negative, 22.5 negative, 20 negative
- ATM implied volatility 56.0%