ODD gamma levels.
Where ODD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ODD $22.66 · up 0.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (above price · 2.34 / 10.33% away); ↯ Surge, live flow 25 (above price · 2.34 / 10.33% away); ‖ call wall — ceiling, sticky 25 (above price · 2.34 / 10.33% away); ‖ put wall — floor, slippery 22.5 (below price · 0.16 / 0.71% away); ↘ Reversal 22.5 (below price · 0.16 / 0.71% away)
- Expected move today ±2.33 · pre-open reference
- Strikes nearest the money (high to low): 25 positive, 24 positive, 23 positive, 22.5 negative, 22 positive, 21 positive
- ATM implied volatility 146.0%