YPF gamma levels.
Where YPF tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- YPF $56.41 · up 1.84% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 55 (below price · 1.41 / 2.50% away); ↯ Surge — live flow 55 (below price · 1.41 / 2.50% away); ‖ call wall — sticky, but below price · not a ceiling from here 55 (below price · 1.41 / 2.50% away); ‖ put wall — floor, slippery 46 (below price · 10.41 / 18.45% away); ↘ Reversal 46 (below price · 10.41 / 18.45% away)
- Expected move today ±3.32 · pre-open reference
- Strikes nearest the money (high to low): 65 positive, 60 positive, 55 positive, 50 positive, 49 negative, 48 negative
- Since yesterday's close, positioning grew at 65.
- ATM implied volatility 67.2%