ULTA gamma levels.
Where ULTA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ULTA $567.47 · down 0.51% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 600 (above price · 32.53 / 5.73% away); ↯ Surge, live flow 600 (above price · 32.53 / 5.73% away); ‖ call wall — ceiling, sticky 600 (above price · 32.53 / 5.73% away); ‖ put wall — floor, slippery 562.5 (below price · 4.97 / 0.88% away); ⚡ gamma flip 527.25 (below price · 40.22 / 7.09% away); ↘ Reversal 515 (below price · 52.47 / 9.25% away)
- Expected move today ±23.6
- Strikes nearest the money (high to low): 575 positive, 570 positive, 567.5 positive, 565 positive, 562.5 negative, 560 positive
- Since yesterday's close, positioning grew at 560, 570, 575 and faded at 515.
- ATM implied volatility 37.3%