USB gamma levels.
Where USB tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- USB $57.42 · up 0.60% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 62.5 (above price · 5.08 / 8.85% away); ↯ Surge, live flow 54 (below price · 3.42 / 5.96% away); ‖ call wall — ceiling, sticky 62.5 (above price · 5.08 / 8.85% away); ‖ put wall — slippery, but above price · not a floor from here 57.5 (above price · 0.08 / 0.14% away); ⚡ gamma flip 54.36 (below price · 3.06 / 5.33% away); ↘ Reversal 57.5 (above price · 0.08 / 0.14% away)
- Expected move today ±3.25
- Strikes nearest the money (high to low): 59 positive, 58 negative, 57.5 negative, 57 negative, 56 negative, 55 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 54, 60, 62.5.
- ATM implied volatility 43.4%