ORLY gamma levels.
Where ORLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ORLY $88.50 · up 34.91% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 100 (above price · 11.50 / 12.99% away); ↯ Surge — live flow 100 (above price · 11.50 / 12.99% away); ‖ call wall — ceiling, sticky 100 (above price · 11.50 / 12.99% away); ‖ put wall — floor, slippery 80 (below price · 8.50 / 9.60% away); ⚡ gamma flip 78.86 (below price · 9.64 / 10.89% away); ↘ Reversal 80 (below price · 8.50 / 9.60% away)
- Expected move today ±5.50 · pre-open reference
- Strikes nearest the money (high to low): 95 sticky, 92 slippery, 90 slippery, 88 sticky, 85 slippery, 84 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 80, 100, 105.
- ATM implied volatility 26.1%