SCHW gamma levels.
Where SCHW tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SCHW $91.49 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 90 (below price · 1.49 / 1.63% away); ↯ Surge, live flow 90 (below price · 1.49 / 1.63% away); ‖ call wall — ceiling, sticky 105 (above price · 13.51 / 14.77% away); ‖ put wall — floor, slippery 90 (below price · 1.49 / 1.63% away); ⚡ gamma flip 93.89 (above price · 2.40 / 2.62% away); ↘ Reversal 105 (above price · 13.51 / 14.77% away)
- Expected move today ±3.85 · pre-open reference
- Strikes nearest the money (high to low): 93 negative, 92.5 negative, 92 positive, 91 positive, 90 negative, 89 positive
- Since yesterday's close, positioning grew at 90 and faded at 92, 94, 105.
- ATM implied volatility 30.7%