PGR gamma levels.
Where PGR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- PGR $218.64 · up 0.45% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 230 (above price · 11.36 / 5.20% away); ↯ Surge — live flow 222.5 (above price · 3.86 / 1.77% away); ‖ call wall — ceiling, sticky 230 (above price · 11.36 / 5.20% away); ‖ put wall — floor, slippery 210 (below price · 8.64 / 3.95% away); ⚡ gamma flip 213.97 (below price · 4.67 / 2.14% away); ↘ Reversal 190 (below price · 28.64 / 13.10% away)
- Expected move today ±1.52
- Strikes nearest the money (high to low): 225 sticky, 222.5 sticky, 220 sticky, 217.5 sticky, 215 slippery, 212.5 slippery
- Since yesterday's close, positioning faded at 215, 220, 225.
- ATM implied volatility 21.5%