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 $92.04 · up 0.41% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 105 (above price · 12.96 / 14.08% away); ↯ Surge, live flow 90 (below price · 2.04 / 2.22% away); ‖ call wall — ceiling, sticky 140 (above price · 47.96 / 52.11% away); ‖ put wall — slippery, but above price · not a floor from here 105 (above price · 12.96 / 14.08% away)
- Expected move today ±11.1 · pre-open reference
- Strikes nearest the money (high to low): 105 negative, 100 negative, 95 negative, 90 positive, 85 negative, 80 negative
- Since yesterday's close, positioning grew at 105.
- ATM implied volatility 48.0%