MSCI gamma levels.
Where MSCI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- MSCI $570.76 · up 0.28% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 580 (above price · 9.24 / 1.62% away); ↯ Surge — live flow 590 (above price · 19.24 / 3.37% away); ‖ call wall — ceiling, sticky 580 (above price · 9.24 / 1.62% away); ‖ put wall — floor, slippery 530 (below price · 40.76 / 7.14% away); ⚡ gamma flip 541.78 (below price · 28.98 / 5.08% away); ↘ Reversal 530 (below price · 40.76 / 7.14% away)
- Expected move today ±37.7
- Strikes nearest the money (high to low): 600 sticky, 590 slippery, 580 sticky, 570 slippery, 560 slippery, 550 slippery
- Since yesterday's close, positioning grew at 570, 580.
- ATM implied volatility 27.3%