OC gamma levels.
Where OC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OC $114.23 · down 1.94% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 105 (below price · 9.23 / 8.08% away); ↯ Surge, live flow 115 (above price · 0.77 / 0.67% away); ‖ call wall — ceiling, sticky 130 (above price · 15.77 / 13.81% away); ‖ put wall — floor, slippery 105 (below price · 9.23 / 8.08% away); ⚡ gamma flip 117.58 (above price · 3.35 / 2.93% away); ↘ Reversal 130 (above price · 15.77 / 13.81% away)
- Expected move today ±15.2
- Strikes nearest the money (high to low): 125 positive, 120 negative, 115 negative, 110 negative, 105 negative, 100 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 130.
- ATM implied volatility 45.3%