ON gamma levels.
Where ON tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ON $63.31 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 60 (below price · 3.31 / 5.23% away); ↯ Surge, live flow 61 (below price · 2.31 / 3.65% away); ‖ call wall — ceiling, sticky 70 (above price · 6.69 / 10.57% away); ‖ put wall — floor, slippery 60 (below price · 3.31 / 5.23% away); ⚡ gamma flip 64 (above price · 0.69 / 1.09% away); ↘ Reversal 70 (above price · 6.69 / 10.57% away)
- Expected move today ±7.20 · pre-open reference
- Strikes nearest the money (high to low): 66 positive, 65 negative, 64 negative, 63 negative, 62 negative, 61 negative
- Since yesterday's close, positioning grew at 45, 68, 70 and faded at 63, 65, 67.
- ATM implied volatility 80.8%