OUT gamma levels.
Where OUT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OUT $32.51 · up 3.54% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 30 (below price · 2.51 / 7.72% away); ↯ Surge, live flow 34 (above price · 1.49 / 4.58% away); ‖ call wall — ceiling, sticky 34 (above price · 1.49 / 4.58% away); ‖ put wall — floor, slippery 30 (below price · 2.51 / 7.72% away); ↘ Reversal 34 (above price · 1.49 / 4.58% away)
- Expected move today ±3.95 · pre-open reference
- Strikes nearest the money (high to low): 35 positive, 34 positive, 33 positive, 32 positive, 31 positive, 30 negative
- Weekly magnet confluence: the next 3 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- ATM implied volatility 49.5%