PNC gamma levels.
Where PNC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PNC $221.26 · up 0.94% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 210 (below price · 11.26 / 5.09% away); ↯ Surge, live flow 225 (above price · 3.74 / 1.69% away); ‖ call wall — ceiling, sticky 260 (above price · 38.74 / 17.51% away); ‖ put wall — floor, slippery 210 (below price · 11.26 / 5.09% away); ⚡ gamma flip 225.5 (above price · 4.24 / 1.92% away); ↘ Reversal 260 (above price · 38.74 / 17.51% away)
- Expected move today ±10.9
- Strikes nearest the money (high to low): 227.5 negative, 225 positive, 222.5 negative, 220 negative, 217.5 negative, 215 negative
- Since yesterday's close, positioning grew at 207.5, 230.
- ATM implied volatility 44.9%