ORLY gamma levels.
Where ORLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ORLY $86.65 · up 0.23% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 85 (below price · 1.65 / 1.90% away); ↯ Surge, live flow 85 (below price · 1.65 / 1.90% away); ‖ call wall — ceiling, sticky 90 (above price · 3.35 / 3.87% away); ‖ put wall — floor, slippery 85 (below price · 1.65 / 1.90% away); ⚡ gamma flip 86.75 (above price · 0.10 / 0.12% away); ↘ Reversal 90 (above price · 3.35 / 3.87% away)
- Expected move today ±3.20
- Strikes nearest the money (high to low): 100 positive, 95 positive, 90 positive, 85 negative, 80 negative, 75 negative
- ATM implied volatility 27.2%