OPEN gamma levels.
Where OPEN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OPEN $2.76 · up 2.99% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 3 (above price · 0.24 / 8.70% away); ↯ Surge — live flow 3 (above price · 0.24 / 8.70% away); ‖ call wall — ceiling, sticky 3 (above price · 0.24 / 8.70% away); ‖ put wall — floor, slippery 2 (below price · 0.76 / 27.54% away); ↘ Reversal 2 (below price · 0.76 / 27.54% away)
- Expected move today ±0.35 · pre-open reference
- Strikes nearest the money (high to low): 4 positive, 3.5 positive, 3 positive, 2.5 negative, 2 negative, 1.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 85.0%