PENN gamma levels.
Where PENN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PENN $15.10 · up 2.23% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 15 (below price · 0.10 / 0.66% away); ↯ Surge, live flow 16 (above price · 0.90 / 5.96% away); ‖ call wall — ceiling, sticky 20 (above price · 4.90 / 32.45% away); ‖ put wall — floor, slippery 15 (below price · 0.10 / 0.66% away); ↘ Reversal 20 (above price · 4.90 / 32.45% away)
- Expected move today ±1.63
- Strikes nearest the money (high to low): 17.5 positive, 17 positive, 16 positive, 15 negative, 14 positive, 13 negative
- Since yesterday's close, positioning grew at 15.
- ATM implied volatility 47.7%