SHOP gamma levels.
Where SHOP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- SHOP $148.91 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 11.09 / 7.45% away); ↯ Surge, live flow 155 (above price · 6.09 / 4.09% away); ‖ call wall — ceiling, sticky 160 (above price · 11.09 / 7.45% away); ‖ put wall — floor, slippery 120 (below price · 28.91 / 19.41% away); ↘ Reversal 120 (below price · 28.91 / 19.41% away)
- Expected move today ±11.8 · pre-open reference
- Strikes nearest the money (high to low): 152.5 positive, 150 positive, 149 negative, 148 negative, 147 positive, 146 negative
- Since yesterday's close, positioning grew at 145, 150 and faded at 135, 140, 144.
- ATM implied volatility 57.2%