PRU gamma levels.
Where PRU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PRU $113.39 · up 0.27% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 115 (above price · 1.61 / 1.42% away); ↯ Surge, live flow 110 (below price · 3.39 / 2.99% away); ‖ call wall — ceiling, sticky 115 (above price · 1.61 / 1.42% away); ‖ put wall — floor, slippery 110 (below price · 3.39 / 2.99% away); ⚡ gamma flip 109.41 (below price · 3.98 / 3.51% away); ↘ Reversal 110 (below price · 3.39 / 2.99% away)
- Expected move today ±4.32
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 positive, 110 negative, 105 negative, 100 negative
- Since yesterday's close, positioning grew at 115 and faded at 120.
- ATM implied volatility 30.3%