PBF gamma levels.
Where PBF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PBF $74.95 · up 2.28% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 67.5 (below price · 7.45 / 9.94% away); ↯ Surge, live flow 80 (above price · 5.05 / 6.74% away); ‖ call wall — ceiling, sticky 85 (above price · 10.05 / 13.41% away); ‖ put wall — floor, slippery 67.5 (below price · 7.45 / 9.94% away); ↘ Reversal 85 (above price · 10.05 / 13.41% away)
- Expected move today ±14.2 · pre-open reference
- Strikes nearest the money (high to low): 80 positive, 77.5 negative, 75 positive, 72.5 negative, 70 negative, 67.5 negative
- Since yesterday's close, positioning grew at 67.5, 80, 85 and faded at 77.5.
- ATM implied volatility 77.3%