MSI gamma levels.
Where MSI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MSI $470.01 · up 0.52% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 490 (above price · 19.99 / 4.25% away); ↯ Surge — live flow 480 (above price · 9.99 / 2.13% away); ‖ call wall — ceiling, sticky 490 (above price · 19.99 / 4.25% away); ‖ put wall — floor, slippery 450 (below price · 20.01 / 4.26% away); ↘ Reversal 450 (below price · 20.01 / 4.26% away)
- Expected move today ±13.6 · pre-open reference
- Strikes nearest the money (high to low): 500 positive, 490 positive, 480 positive, 470 positive, 460 positive, 450 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 480, 490, 500.
- ATM implied volatility 20.8%