UNP gamma levels.
Where UNP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UNP $281.57 · up 1.16% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 277.5 (below price · 4.07 / 1.45% away); ↯ Surge, live flow 277.5 (below price · 4.07 / 1.45% away); ‖ call wall — sticky, but below price · not a ceiling from here 277.5 (below price · 4.07 / 1.45% away); ‖ put wall — floor, slippery 250 (below price · 31.57 / 11.21% away); ⚡ gamma flip 264.05 (below price · 17.52 / 6.22% away); ↘ Reversal 250 (below price · 31.57 / 11.21% away)
- Expected move today ±9.40
- Strikes nearest the money (high to low): 287.5 positive, 285 positive, 282.5 positive, 280 positive, 277.5 positive, 275 positive
- Since yesterday's close, positioning grew at 277.5, 290, 295.
- ATM implied volatility 23.9%