ORA gamma levels.
Where ORA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ORA $93.66 · down 2.05% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 105 (above price · 11.34 / 12.11% away); ↯ Surge — live flow 100 (above price · 6.34 / 6.77% away); ‖ call wall — ceiling, sticky 140 (above price · 46.34 / 49.48% away); ‖ put wall — slippery, but above price · not a floor from here 105 (above price · 11.34 / 12.11% away); ↘ Reversal 140 (above price · 46.34 / 49.48% away)
- Expected move today ±4.95 · pre-open reference
- Strikes nearest the money (high to low): 105 negative, 100 negative, 95 negative, 90 negative, 85 negative, 80 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 40.0%