STZ gamma levels.
Where STZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- STZ $126.40 · up 3.07% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 127 (above price · 0.60 / 0.47% away); ↯ Surge, live flow 126 (below price · 0.40 / 0.32% away); ‖ call wall — ceiling, sticky 127 (above price · 0.60 / 0.47% away); ‖ put wall — floor, slippery 115 (below price · 11.40 / 9.02% away); ⚡ gamma flip 119.46 (below price · 6.94 / 5.49% away); ↘ Reversal 115 (below price · 11.40 / 9.02% away)
- Expected move today ±4.26
- Strikes nearest the money (high to low): 129 positive, 128 positive, 127 positive, 126 positive, 125 positive, 124 positive
- Since yesterday's close, positioning grew at 127, 130, 135 and faded at 117, 120, 122.
- ATM implied volatility 31.5%