MO gamma levels.
Where MO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- MO $66.09 · down 1.27% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 62.5 (below price · 3.59 / 5.43% away); ‖ call wall — ceiling, sticky 70 (above price · 3.91 / 5.92% away); ‖ put wall — floor, slippery 62.5 (below price · 3.59 / 5.43% away); ⚡ gamma flip 67.99 (above price · 1.90 / 2.87% away); ↘ Reversal 70 (above price · 3.91 / 5.92% away)
- Expected move today ±0.67
- Strikes nearest the money (high to low): 72.5 sticky, 70 sticky, 67.5 slippery, 65 slippery, 62.5 slippery, 60 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 60, 62.5 and faded at 67.5, 70.
- ATM implied volatility 20.4%