MOS gamma levels.
Where MOS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MOS $18.85 · up 0.59% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 20 (above price · 1.15 / 6.10% away); ↯ Surge, live flow 18 (below price · 0.85 / 4.51% away); ‖ call wall — ceiling, sticky 30 (above price · 11.15 / 59.15% away); ‖ put wall — slippery, but above price · not a floor from here 20 (above price · 1.15 / 6.10% away); ↘ Reversal 30 (above price · 11.15 / 59.15% away)
- Expected move today ±1.13
- Strikes nearest the money (high to low): 20 negative, 19.5 negative, 19 negative, 18.5 negative, 18 negative, 17.5 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 18.5, 19, 19.5.
- ATM implied volatility 44.6%