MRNA gamma levels.
Where MRNA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MRNA $254.19 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 260 (above price · 5.81 / 2.29% away); ↯ Surge, live flow 280 (above price · 25.81 / 10.15% away); ‖ call wall — ceiling, sticky 260 (above price · 5.81 / 2.29% away); ‖ put wall — floor, slippery 150 (below price · 104.19 / 40.99% away); ↘ Reversal 150 (below price · 104.19 / 40.99% away)
- Expected move today ±37.0 · pre-open reference
- Strikes nearest the money (high to low): 260 positive, 257.5 positive, 255 positive, 252.5 positive, 250 positive, 247.5 positive
- 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 220, 235, 290 and faded at 245, 247.5, 250.
- ATM implied volatility 104.1%