O gamma levels.
Where O tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- O $61.98 · up 0.29% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 65 (above price · 3.02 / 4.87% away); ↯ Surge — live flow 62.5 (above price · 0.52 / 0.84% away); ‖ call wall — ceiling, sticky 65 (above price · 3.02 / 4.87% away); ‖ put wall — floor, slippery 60 (below price · 1.98 / 3.19% away); ⚡ gamma flip 60.75 (below price · 1.23 / 1.98% away); ↘ Reversal 60 (below price · 1.98 / 3.19% away)
- Expected move today ±2.29
- Strikes nearest the money (high to low): 67.5 sticky, 65 sticky, 62.5 slippery, 60 slippery, 57.5 slippery, 55 slippery
- Since yesterday's close, positioning grew at 65 and faded at 62.5.
- ATM implied volatility 14.3%