STAG gamma levels.
Where STAG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- STAG $36.46 · up 1.25% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (above price · 3.54 / 9.71% away); ↯ Surge, live flow 40 (above price · 3.54 / 9.71% away); ‖ call wall — ceiling, sticky 40 (above price · 3.54 / 9.71% away); ‖ put wall — floor, slippery 35 (below price · 1.46 / 4.00% away); ⚡ gamma flip 35.96 (below price · 0.50 / 1.37% away); ↘ Reversal 35 (below price · 1.46 / 4.00% away)
- Expected move today ±1.72
- Strikes nearest the money (high to low): 50 positive, 45 positive, 40 positive, 35 negative, 30 negative, 25 negative
- Since yesterday's close, positioning grew at 40 and faded at 35.
- ATM implied volatility 42.7%