PSX gamma levels.
Where PSX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PSX $281.47 · up 1.18% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 280 (below price · 1.47 / 0.52% away); ↯ Surge, live flow 210 (below price · 71.47 / 25.39% away); ‖ call wall — sticky, but below price · not a ceiling from here 280 (below price · 1.47 / 0.52% away); ‖ put wall — floor, slippery 250 (below price · 31.47 / 11.18% away); ↘ Reversal 250 (below price · 31.47 / 11.18% away)
- Expected move today ±13.9
- Strikes nearest the money (high to low): 287.5 negative, 285 positive, 282.5 positive, 280 positive, 277.5 positive, 275 positive
- Since yesterday's close, positioning grew at 280, 285, 300.
- ATM implied volatility 41.8%