PEGA gamma levels.
Where PEGA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PEGA $34.11 · down 3.56% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (above price · 5.89 / 17.27% away); ↯ Surge, live flow 40 (above price · 5.89 / 17.27% away); ‖ call wall — ceiling, sticky 40 (above price · 5.89 / 17.27% away); ‖ put wall — floor, slippery 30 (below price · 4.11 / 12.05% away); ⚡ gamma flip 34.16 (above price · 0.05 / 0.15% away); ↘ Reversal 30 (below price · 4.11 / 12.05% away)
- Expected move today ±4.33 · pre-open reference
- Strikes nearest the money (high to low): 40 positive, 37.5 positive, 35 negative, 32.5 negative, 30 negative, 27.5 negative
- ATM implied volatility 51.3%