UAL gamma levels.
Where UAL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- UAL $110.60 · down 1.59% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 130 (above price · 19.40 / 17.54% away); ‖ call wall — ceiling, sticky 130 (above price · 19.40 / 17.54% away); ‖ put wall — floor, slippery 100 (below price · 10.60 / 9.58% away); ⚡ gamma flip 110.01 (below price · 0.59 / 0.53% away); ↘ Reversal 100 (below price · 10.60 / 9.58% away)
- Expected move today ±3.28
- Strikes nearest the money (high to low): 120 sticky, 115 sticky, 110 slippery, 105 slippery, 100 slippery, 97.5 slippery
- Since yesterday's close, positioning grew at 100, 115, 120 and faded at 110, 130, 135.
- ATM implied volatility 31.7%