MO gamma levels.
Where MO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MO $67.88 · up 0.79% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 70 (above price · 2.12 / 3.12% away); ↯ Surge, live flow 68 (above price · 0.12 / 0.18% away); ‖ call wall — ceiling, sticky 70 (above price · 2.12 / 3.12% away); ‖ put wall — floor, slippery 62.5 (below price · 5.38 / 7.93% away); ⚡ gamma flip 65.22 (below price · 2.66 / 3.92% away); ↘ Reversal 62.5 (below price · 5.38 / 7.93% away)
- Expected move today ±1.84
- Strikes nearest the money (high to low): 70 positive, 69 negative, 68 positive, 67.5 negative, 67 positive, 66 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 68, 70, 72 and faded at 65, 67.
- ATM implied volatility 24.8%