OLLI gamma levels.
Where OLLI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OLLI $90.97 · up 5.48% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 4.03 / 4.43% away); ↯ Surge, live flow 90 (below price · 0.97 / 1.07% away); ‖ call wall — ceiling, sticky 95 (above price · 4.03 / 4.43% away); ‖ put wall — floor, slippery 65 (below price · 25.97 / 28.55% away)
- Expected move today ±10.6 · pre-open reference
- Strikes nearest the money (high to low): 97.5 positive, 95 positive, 92.5 positive, 90 positive, 87.5 positive, 85 positive
- ATM implied volatility 48.3%