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 $110.89 · down 2.44% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 100 (below price · 10.89 / 9.82% away); ↯ Surge — live flow 115 (above price · 4.11 / 3.71% away); ‖ call wall — sticky, but below price · not a ceiling from here 100 (below price · 10.89 / 9.82% away); ‖ put wall — floor, slippery 65 (below price · 45.89 / 41.38% away); ↘ Reversal 65 (below price · 45.89 / 41.38% away)
- Expected move today ±19.4 · pre-open reference
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 positive, 105 positive, 100 positive
- ATM implied volatility 68.8%