ULTA gamma levels.
Where ULTA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ULTA $517.50 · down 4.18% on the day · negative gamma overall (slippery: moves tend to extend)
- Levels: ★ Volt — biggest level 530 (above price · 12.50 / 2.42% away); ↯ Surge — live flow 525 (above price · 7.50 / 1.45% away); ‖ call wall — ceiling, sticky 600 (above price · 82.50 / 15.94% away); ‖ put wall — slippery, but above price · not a floor from here 530 (above price · 12.50 / 2.42% away); ⚡ gamma flip 542.7 (above price · 25.20 / 4.87% away); ↘ Reversal 600 (above price · 82.50 / 15.94% away)
- Expected move today ±27.4
- Strikes nearest the money (high to low): 525 slippery, 522.5 slippery, 520 slippery, 517.5 slippery, 515 slippery, 512.5 slippery
- Since yesterday's close, positioning grew at 505, 520, 530 and faded at 517.5, 540, 600.
- ATM implied volatility 38.8%