MSCI gamma levels.
Where MSCI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MSCI $568.01 · up 0.51% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 550 (below price · 18.01 / 3.17% away); ↯ Surge, live flow 550 (below price · 18.01 / 3.17% away); ‖ call wall — sticky, but below price · not a ceiling from here 550 (below price · 18.01 / 3.17% away); ‖ put wall — floor, slippery 530 (below price · 38.01 / 6.69% away); ⚡ gamma flip 530.9 (below price · 37.11 / 6.53% away); ↘ Reversal 530 (below price · 38.01 / 6.69% away)
- Expected move today ±18.7
- Strikes nearest the money (high to low): 590 positive, 580 positive, 570 negative, 560 positive, 550 positive, 540 positive
- Since yesterday's close, positioning faded at 550.
- ATM implied volatility 28.5%