UPS gamma levels.
Where UPS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UPS $108.30 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 110 (above price · 1.70 / 1.57% away); ↯ Surge, live flow 111 (above price · 2.70 / 2.49% away); ‖ call wall — ceiling, sticky 110 (above price · 1.70 / 1.57% away); ‖ put wall — floor, slippery 95 (below price · 13.30 / 12.28% away); ↘ Reversal 95 (below price · 13.30 / 12.28% away)
- Expected move today ±4.32 · pre-open reference
- Strikes nearest the money (high to low): 111 negative, 110 positive, 109 positive, 108 positive, 107 positive, 106 positive
- Since yesterday's close, positioning grew at 100, 105 and faded at 113, 115, 120.
- ATM implied volatility 28.4%