PENG gamma levels.
Where PENG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PENG $56.58 · up 3.04% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 70 (above price · 13.42 / 23.72% away); ↯ Surge — live flow 65 (above price · 8.42 / 14.88% away); ‖ call wall — ceiling, sticky 70 (above price · 13.42 / 23.72% away); ‖ put wall — floor, slippery 25 (below price · 31.58 / 55.81% away); ↘ Reversal 25 (below price · 31.58 / 55.81% away)
- Expected move today ±14.6 · pre-open reference
- Strikes nearest the money (high to low): 70 positive, 65 positive, 60 positive, 55 positive, 50 positive, 45 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- ATM implied volatility 102.9%