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 $78.98 · up 1.01% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 80 (above price · 1.02 / 1.29% away); ↯ Surge — live flow 80 (above price · 1.02 / 1.29% away); ‖ call wall — ceiling, sticky 80 (above price · 1.02 / 1.29% away); ‖ put wall — floor, slippery 70 (below price · 8.98 / 11.37% away)
- Expected move today ±8.24 · pre-open reference
- Strikes nearest the money (high to low): 85 positive, 82.5 positive, 80 positive, 77.5 positive, 75 positive, 72.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 80, 85.
- ATM implied volatility 73.4%