PNR gamma levels.
Where PNR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PNR $55.30 · up 0.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 52.5 (below price · 2.80 / 5.06% away); ↯ Surge, live flow 47.5 (below price · 7.80 / 14.10% away); ‖ call wall — sticky, but below price · not a ceiling from here 52.5 (below price · 2.80 / 5.06% away); ‖ put wall — slippery, but above price · not a floor from here 60 (above price · 4.70 / 8.50% away); ↘ Reversal 60 (above price · 4.70 / 8.50% away)
- Expected move today ±5.52
- Strikes nearest the money (high to low): 62.5 positive, 60 negative, 57.5 negative, 55 positive, 52.5 positive, 50 negative
- Since yesterday's close, positioning grew at 55 and faded at 57.5.
- ATM implied volatility 40.5%