PEG gamma levels.
Where PEG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PEG $72.40 · up 0.06% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 70 (below price · 2.40 / 3.31% away); ↯ Surge — live flow 70 (below price · 2.40 / 3.31% away); ‖ call wall — ceiling, sticky 85 (above price · 12.60 / 17.40% away); ‖ put wall — floor, slippery 70 (below price · 2.40 / 3.31% away); ⚡ gamma flip 72.61 (above price · 0.21 / 0.29% away); ↘ Reversal 85 (above price · 12.60 / 17.40% away)
- Expected move today ±2.38 · pre-open reference
- Strikes nearest the money (high to low): 77.5 positive, 75 positive, 72.5 negative, 70 negative, 67.5 negative, 65 negative
- ATM implied volatility 23.4%