OMCL gamma levels.
Where OMCL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OMCL $36.84 · up 2.48% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (above price · 23.16 / 62.87% away); ↯ Surge, live flow 40 (above price · 3.16 / 8.58% away); ‖ call wall — ceiling, sticky 60 (above price · 23.16 / 62.87% away); ‖ put wall — floor, slippery 35 (below price · 1.84 / 4.99% away); ↘ Reversal 35 (below price · 1.84 / 4.99% away)
- Expected move today ±8.44 · pre-open reference
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 positive, 35 negative, 30 negative, 25 positive
- Since yesterday's close, positioning faded at 40, 45.
- ATM implied volatility 94.5%