MOD gamma levels.
Where MOD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MOD $172.50 · down 4.99% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 200 (above price · 27.50 / 15.94% away); ↯ Surge, live flow 170 (below price · 2.50 / 1.45% away); ‖ call wall — ceiling, sticky 200 (above price · 27.50 / 15.94% away); ‖ put wall — floor, slippery 170 (below price · 2.50 / 1.45% away); ↘ Reversal 170 (below price · 2.50 / 1.45% away)
- Expected move today ±16.5
- Strikes nearest the money (high to low): 185 negative, 180 negative, 175 negative, 170 negative, 165 negative, 160 negative
- Since yesterday's close, positioning grew at 170, 175 and faded at 200, 210, 230.
- ATM implied volatility 75.3%