OMC gamma levels.
Where OMC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OMC $77.07 · up 0.77% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 75 (below price · 2.07 / 2.69% away); ↯ Surge, live flow 80 (above price · 2.93 / 3.80% away); ‖ call wall — ceiling, sticky 82.5 (above price · 5.43 / 7.05% away); ‖ put wall — floor, slippery 75 (below price · 2.07 / 2.69% away); ⚡ gamma flip 81.74 (above price · 4.67 / 6.06% away); ↘ Reversal 82.5 (above price · 5.43 / 7.05% away)
- Expected move today ±3.60
- Strikes nearest the money (high to low): 82.5 positive, 80 positive, 77.5 negative, 75 negative, 72.5 negative, 70 negative
- Since yesterday's close, positioning grew at 75.
- ATM implied volatility 34.4%