PTC gamma levels.
Where PTC tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PTC $132.61 · up 1.36% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 140 (above price · 7.39 / 5.57% away); ↯ Surge — live flow 140 (above price · 7.39 / 5.57% away); ‖ call wall — sticky, but below price · not a ceiling from here 120 (below price · 12.61 / 9.51% away); ‖ put wall — slippery, but above price · not a floor from here 140 (above price · 7.39 / 5.57% away); ⚡ gamma flip 140.09 (above price · 7.48 / 5.64% away); ↘ Reversal 120 (below price · 12.61 / 9.51% away)
- Expected move today ±10.9 · pre-open reference
- Strikes nearest the money (high to low): 145 negative, 140 negative, 135 positive, 130 negative, 125 negative, 120 positive
- Since yesterday's close, positioning faded at 125, 130, 140.
- ATM implied volatility 61.7%