OSCR gamma levels.
Where OSCR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OSCR $30.48 · down 0.62% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 35 (above price · 4.52 / 14.83% away); ↯ Surge — live flow 29.5 (below price · 0.98 / 3.22% away); ‖ call wall — ceiling, sticky 35 (above price · 4.52 / 14.83% away); ‖ put wall — floor, slippery 29.5 (below price · 0.98 / 3.22% away); ↘ Reversal 29.5 (below price · 0.98 / 3.22% away)
- Expected move today ±2.27 · pre-open reference
- Strikes nearest the money (high to low): 31.5 positive, 31 negative, 30.5 negative, 30 negative, 29.5 negative, 29 negative
- Since yesterday's close, positioning grew at 28, 29, 29.5.
- ATM implied volatility 81.1%