MSFT gamma levels.
Where MSFT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MSFT $530.61 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 575 (above price · 44.39 / 8.37% away); ↯ Surge, live flow 540 (above price · 9.39 / 1.77% away); ‖ call wall — ceiling, sticky 575 (above price · 44.39 / 8.37% away); ‖ put wall — floor, slippery 475 (below price · 55.61 / 10.48% away)
- Expected move today ±12.2 · pre-open reference
- Strikes nearest the money (high to low): 537.5 positive, 535 positive, 532.5 negative, 530 positive, 527.5 negative, 525 positive
- Since yesterday's close, positioning grew at 580 and faded at 530, 540, 625.
- ATM implied volatility 25.0%