PENN gamma levels.
Where PENN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- PENN $18.64 · up 1.11% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 16 (below price · 2.64 / 14.19% away); ↯ Surge — live flow 20 (above price · 1.36 / 7.27% away); ‖ call wall — ceiling, sticky 16 (below price · 2.64 / 14.19% away); ‖ put wall — floor, slippery 22.5 (above price · 3.86 / 20.68% away); ↘ Reversal 22.5 (above price · 3.86 / 20.68% away)
- Expected move today ±1.95 · pre-open reference
- Strikes nearest the money (high to low): 21 sticky, 20 sticky, 19 sticky, 18 sticky, 17.5 sticky, 17 slippery
- ATM implied volatility 34.6%