UNH gamma levels.
Where UNH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UNH $373.51 · up 0.15% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 370 (below price · 3.51 / 0.94% away); ↯ Surge — live flow 370 (below price · 3.51 / 0.94% away); ‖ call wall — ceiling, sticky 400 (above price · 26.49 / 7.09% away); ‖ put wall — floor, slippery 370 (below price · 3.51 / 0.94% away); ⚡ gamma flip 380.73 (above price · 7.22 / 1.93% away); ↘ Reversal 400 (above price · 26.49 / 7.09% away)
- Expected move today ±10.6 · pre-open reference
- Strikes nearest the money (high to low): 380 negative, 377.5 positive, 375 negative, 372.5 negative, 370 negative, 367.5 negative
- ATM implied volatility 31.2%