UBS gamma levels.
Where UBS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UBS $48.25 · up 3.34% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (below price · 3.25 / 6.74% away); ↯ Surge, live flow 47.5 (below price · 0.75 / 1.55% away); ‖ call wall — ceiling, sticky 55 (above price · 6.75 / 13.99% away); ‖ put wall — floor, slippery 45 (below price · 3.25 / 6.74% away); ⚡ gamma flip 49.08 (above price · 0.83 / 1.72% away); ↘ Reversal 55 (above price · 6.75 / 13.99% away)
- Expected move today ±3.33 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 52.5 positive, 50 positive, 47.5 positive, 45 negative, 42.5 negative
- ATM implied volatility 29.0%