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 $73.60 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 80 (above price · 6.40 / 8.70% away); ↯ Surge — live flow 76 (above price · 2.40 / 3.26% away); ‖ call wall — ceiling, sticky 80 (above price · 6.40 / 8.70% away); ‖ put wall — floor, slippery 65 (below price · 8.60 / 11.68% away); ↘ Reversal 65 (below price · 8.60 / 11.68% away)
- Expected move today ±3.90 · pre-open reference
- Strikes nearest the money (high to low): 76 positive, 75 positive, 74 positive, 73 positive, 72 positive, 71 negative
- Since yesterday's close, positioning grew at 72.
- ATM implied volatility 58.1%