PFE gamma levels.
Where PFE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PFE $29.39 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 0.61 / 2.08% away); ↯ Surge, live flow 29.5 (above price · 0.11 / 0.37% away); ‖ call wall — ceiling, sticky 30 (above price · 0.61 / 2.08% away); ‖ put wall — floor, slippery 25 (below price · 4.39 / 14.94% away); ⚡ gamma flip 27.48 (below price · 1.91 / 6.50% away); ↘ Reversal 25 (below price · 4.39 / 14.94% away)
- Expected move today ±1.14 · pre-open reference
- Strikes nearest the money (high to low): 30.5 positive, 30 positive, 29.5 negative, 29 positive, 28.5 negative, 28 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 25, 28, 29 and faded at 30.5, 31, 32.
- ATM implied volatility 27.6%