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 $393.30 · up 5.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 400 (above price · 6.70 / 1.70% away); ↯ Surge — live flow 397.5 (above price · 4.20 / 1.07% away); ‖ call wall — ceiling, sticky 400 (above price · 6.70 / 1.70% away); ‖ put wall — floor, slippery 310 (below price · 83.30 / 21.18% away); ↘ Reversal 310 (below price · 83.30 / 21.18% away)
- Expected move today ±19.6
- Strikes nearest the money (high to low): 400 positive, 397.5 positive, 395 positive, 392.5 positive, 390 positive, 387.5 positive
- Since yesterday's close, positioning grew at 400, 440, 450.
- ATM implied volatility 57.1%