PGR gamma levels.
Where PGR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PGR $220.28 · up 1.31% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 230 (above price · 9.72 / 4.41% away); ↯ Surge, live flow 230 (above price · 9.72 / 4.41% away); ‖ call wall — ceiling, sticky 230 (above price · 9.72 / 4.41% away); ‖ put wall — floor, slippery 210 (below price · 10.28 / 4.67% away); ⚡ gamma flip 212.55 (below price · 7.73 / 3.51% away); ↘ Reversal 210 (below price · 10.28 / 4.67% away)
- Expected move today ±9.84
- Strikes nearest the money (high to low): 227.5 positive, 225 positive, 222.5 positive, 220 positive, 217.5 positive, 215 positive
- Since yesterday's close, positioning grew at 220, 230, 240 and faded at 210.
- ATM implied volatility 41.8%