OR gamma levels.
Where OR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OR $33.31 · down 2.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 35 (above price · 1.69 / 5.07% away); ↯ Surge, live flow 40 (above price · 6.69 / 20.08% away); ‖ call wall — ceiling, sticky 35 (above price · 1.69 / 5.07% away); ‖ put wall — floor, slippery 30 (below price · 3.31 / 9.94% away); ↘ Reversal 30 (below price · 3.31 / 9.94% away)
- Expected move today ±4.11 · pre-open reference
- Strikes nearest the money (high to low): 45 positive, 40 positive, 35 positive, 30 negative, 25 negative, 22.5 positive
- ATM implied volatility 46.8%