PZZA gamma levels.
Where PZZA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- PZZA $23.72 · up 2.11% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 22.5 (below price · 1.22 / 5.14% away); ↯ Surge — live flow 25 (above price · 1.28 / 5.40% away); ‖ call wall — ceiling, sticky 40 (above price · 16.28 / 68.63% away); ‖ put wall — floor, slippery 22.5 (below price · 1.22 / 5.14% away); ↘ Reversal 40 (above price · 16.28 / 68.63% away)
- Expected move today ±2.45
- Strikes nearest the money (high to low): 30 slippery, 27.5 sticky, 25 slippery, 22.5 slippery, 20 slippery, 17.5 slippery
- Since yesterday's close, positioning grew at 25 and faded at 22.5.
- ATM implied volatility 45.6%