REGN gamma levels.
Where REGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- REGN $794.19 · down 1.67% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 800 (above price · 5.81 / 0.73% away); ↯ Surge — live flow 800 (above price · 5.81 / 0.73% away); ‖ call wall — ceiling, sticky 800 (above price · 5.81 / 0.73% away); ‖ put wall — floor, slippery 600 (below price · 194.19 / 24.45% away); ↘ Reversal 600 (below price · 194.19 / 24.45% away)
- Expected move today ±11.1
- Strikes nearest the money (high to low): 805 sticky, 802.5 slippery, 800 sticky, 795 slippery, 790 slippery, 785 sticky
- Since yesterday's close, positioning faded at 805, 810, 850.
- ATM implied volatility 22.7%