ONB gamma levels.
Where ONB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ONB $25.33 · up 0.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 4.67 / 18.44% away); ↯ Surge, live flow 25 (below price · 0.33 / 1.30% away); ‖ call wall — ceiling, sticky 30 (above price · 4.67 / 18.44% away); ‖ put wall — floor, slippery 25 (below price · 0.33 / 1.30% away); ↘ Reversal 25 (below price · 0.33 / 1.30% away)
- Expected move today ±3.43 · pre-open reference
- Strikes nearest the money (high to low): 35 positive, 30 positive, 25 negative, 22.5 negative, 20 negative, 15 positive
- ATM implied volatility 50.2%