URA gamma levels.
Where URA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- URA $37.72 · down 3.03% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 45 (above price · 7.28 / 19.30% away); ↯ Surge, live flow 39 (above price · 1.28 / 3.39% away); ‖ call wall — ceiling, sticky 45 (above price · 7.28 / 19.30% away); ‖ put wall — floor, slippery 35 (below price · 2.72 / 7.21% away); ⚡ gamma flip 40.99 (above price · 3.27 / 8.67% away); ↘ Reversal 39 (above price · 1.28 / 3.39% away)
- Expected move today ±2.01
- Strikes nearest the money (high to low): 39 negative, 38.5 negative, 38 negative, 37.5 negative, 37 negative, 36.5 negative
- Since yesterday's close, positioning grew at 35, 39 and faded at 40, 45, 51.
- ATM implied volatility 42.2%