PPLI gamma levels.
Where PPLI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PPLI $35.88 · up 0.36% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 35 (below price · 0.88 / 2.45% away); ↯ Surge, live flow 30 (below price · 5.88 / 16.39% away); ‖ call wall — ceiling, sticky 42.5 (above price · 6.62 / 18.45% away); ‖ put wall — floor, slippery 35 (below price · 0.88 / 2.45% away); ↘ Reversal 42.5 (above price · 6.62 / 18.45% away)
- Expected move today ±4.58 · pre-open reference
- Strikes nearest the money (high to low): 42.5 positive, 40 positive, 37.5 negative, 35 negative, 32.5 positive, 30 negative
- ATM implied volatility 55.8%