PANW gamma levels.
Where PANW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PANW $313.84 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 300 (below price · 13.84 / 4.41% away); ↯ Surge, live flow 290 (below price · 23.84 / 7.60% away); ‖ call wall — ceiling, sticky 400 (above price · 86.16 / 27.45% away); ‖ put wall — floor, slippery 300 (below price · 13.84 / 4.41% away); ⚡ gamma flip 345.28 (above price · 31.44 / 10.02% away); ↘ Reversal 400 (above price · 86.16 / 27.45% away)
- Expected move today ±30.8 · pre-open reference
- Strikes nearest the money (high to low): 320 negative, 317.5 negative, 315 negative, 312.5 negative, 310 negative, 307.5 negative
- Since yesterday's close, positioning grew at 270, 280, 297.5 and faded at 310, 330, 340.
- ATM implied volatility 71.4%