OTIS gamma levels.
Where OTIS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OTIS $66.75 · up 1.21% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 67.5 (above price · 0.75 / 1.12% away); ↯ Surge, live flow 67.5 (above price · 0.75 / 1.12% away); ‖ call wall — ceiling, sticky 67.5 (above price · 0.75 / 1.12% away); ‖ put wall — floor, slippery 65 (below price · 1.75 / 2.62% away); ↘ Reversal 65 (below price · 1.75 / 2.62% away)
- Expected move today ±2.51
- Strikes nearest the money (high to low): 72.5 positive, 70 positive, 67.5 positive, 65 negative, 62.5 negative, 60 negative
- Since yesterday's close, positioning grew at 72.5 and faded at 62.5, 67.5.
- ATM implied volatility 26.4%