UBER gamma levels.
Where UBER tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UBER $69.33 · down 0.80% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 65 (below price · 4.33 / 6.25% away); ↯ Surge — live flow 69 (below price · 0.33 / 0.48% away); ‖ call wall — ceiling, sticky 71 (above price · 1.67 / 2.41% away); ‖ put wall — floor, slippery 65 (below price · 4.33 / 6.25% away); ⚡ gamma flip 70.17 (above price · 0.84 / 1.21% away); ↘ Reversal 71 (above price · 1.67 / 2.41% away)
- Expected move today ±2.54
- Strikes nearest the money (high to low): 71 positive, 70 negative, 69 negative, 68 negative, 67.5 negative, 67 negative
- Since yesterday's close, positioning grew at 67, 69, 71 and faded at 70, 73.
- ATM implied volatility 36.6%