ODFL gamma levels.
Where ODFL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ODFL $206.47 · up 0.95% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 200 (below price · 6.47 / 3.13% away); ↯ Surge — live flow 210 (above price · 3.53 / 1.71% away); ‖ call wall — ceiling, sticky 240 (above price · 33.53 / 16.24% away); ‖ put wall — floor, slippery 200 (below price · 6.47 / 3.13% away); ⚡ gamma flip 210.77 (above price · 4.30 / 2.08% away); ↘ Reversal 240 (above price · 33.53 / 16.24% away)
- Expected move today ±3.83
- Strikes nearest the money (high to low): 220 sticky, 210 slippery, 200 slippery, 195 slippery, 190 slippery, 185 sticky
- Since yesterday's close, positioning faded at 200, 210, 220.
- ATM implied volatility 34.4%