STZ gamma levels.
Where STZ tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- STZ $130.69 · down 0.56% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 130 (below price · 0.69 / 0.53% away); ↯ Surge — live flow 135 (above price · 4.31 / 3.30% away); ‖ call wall — ceiling, sticky 140 (above price · 9.31 / 7.12% away); ‖ put wall — floor, slippery 130 (below price · 0.69 / 0.53% away); ⚡ gamma flip 134.26 (above price · 3.57 / 2.73% away); ↘ Reversal 140 (above price · 9.31 / 7.12% away)
- Expected move today ±3.76
- Strikes nearest the money (high to low): 145 sticky, 140 sticky, 135 sticky, 130 slippery, 125 slippery, 120 slippery
- Since yesterday's close, positioning faded at 135.
- ATM implied volatility 23.0%