YETI gamma levels.
Where YETI tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- YETI $39.01 · down 1.96% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 40 (above price · 0.99 / 2.54% away); ↯ Surge, live flow 40 (above price · 0.99 / 2.54% away); ‖ call wall — ceiling, sticky 50 (above price · 10.99 / 28.17% away); ‖ put wall — slippery, but above price · not a floor from here 40 (above price · 0.99 / 2.54% away)
- Expected move today ±1.91
- Strikes nearest the money (high to low): 45 positive, 42.5 positive, 40 negative, 37.5 negative, 35 negative, 32.5 negative
- Since yesterday's close, positioning faded at 42.5.
- ATM implied volatility 42.5%