QSR gamma levels.
Where QSR tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- QSR $71.12 · up 0.24% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 72.5 (above price · 1.38 / 1.94% away); ↯ Surge, live flow 72.5 (above price · 1.38 / 1.94% away); ‖ call wall — ceiling, sticky 72.5 (above price · 1.38 / 1.94% away); ‖ put wall — floor, slippery 67.5 (below price · 3.62 / 5.09% away)
- Expected move today ±2.41
- Strikes nearest the money (high to low): 77.5 positive, 75 positive, 72.5 positive, 70 positive, 67.5 negative, 65 negative
- ATM implied volatility 32.0%