QRVO gamma levels.
Where QRVO tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- QRVO $114.66 · up 0.43% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 120 (above price · 5.34 / 4.66% away); ↯ Surge, live flow 115 (above price · 0.34 / 0.30% away); ‖ call wall — ceiling, sticky 120 (above price · 5.34 / 4.66% away); ‖ put wall — slippery, but above price · not a floor from here 115 (above price · 0.34 / 0.30% away); ↘ Reversal 115 (above price · 0.34 / 0.30% away)
- Expected move today ±8.90
- Strikes nearest the money (high to low): 125 positive, 120 positive, 115 negative, 110 positive, 105 positive, 100 positive
- Since yesterday's close, positioning grew at 120.
- ATM implied volatility 39.6%