OII gamma levels.
Where OII tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OII $41.57 · down 0.10% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 50 (above price · 8.43 / 20.28% away); ↯ Surge, live flow 40 (below price · 1.57 / 3.78% away); ‖ call wall — ceiling, sticky 50 (above price · 8.43 / 20.28% away); ‖ put wall — floor, slippery 35 (below price · 6.57 / 15.80% away); ↘ Reversal 35 (below price · 6.57 / 15.80% away)
- Expected move today ±4.71 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 50 positive, 45 positive, 40 positive, 35 negative, 30 negative
- ATM implied volatility 51.2%