P gamma levels.
Where P tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- P $96.75 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 100 (above price · 3.25 / 3.36% away); ↯ Surge, live flow 110 (above price · 13.25 / 13.70% away); ‖ call wall — ceiling, sticky 100 (above price · 3.25 / 3.36% away); ‖ put wall — floor, slippery 80 (below price · 16.75 / 17.31% away); ↘ Reversal 80 (below price · 16.75 / 17.31% away)
- Expected move today ±24.0 · pre-open reference
- Strikes nearest the money (high to low): 110 positive, 105 positive, 100 positive, 95 negative, 90 negative, 85 positive
- Since yesterday's close, positioning grew at 80, 100, 105.
- ATM implied volatility 126.4%