URI gamma levels.
Where URI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- URI $1056.92 · up 0.05% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 1100 (above price · 43.08 / 4.08% away); ↯ Surge, live flow 1100 (above price · 43.08 / 4.08% away); ‖ call wall — ceiling, sticky 1100 (above price · 43.08 / 4.08% away); ‖ put wall — floor, slippery 1040 (below price · 16.92 / 1.60% away); ⚡ gamma flip 1056.95 (above price · 0.03 / 0.00% away); ↘ Reversal 1040 (below price · 16.92 / 1.60% away)
- Expected move today ±51.1
- Strikes nearest the money (high to low): 1070 positive, 1065 positive, 1060 positive, 1055 negative, 1050 negative, 1045 negative
- Since yesterday's close, positioning grew at 1030, 1040, 1080 and faded at 1060, 1090, 1110.
- ATM implied volatility 41.9%