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 $48.33 · down 2.05% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 60 (above price · 11.67 / 24.15% away); ↯ Surge, live flow 55 (above price · 6.67 / 13.80% away); ‖ call wall — ceiling, sticky 60 (above price · 11.67 / 24.15% away); ‖ put wall — floor, slippery 46 (below price · 2.33 / 4.82% away); ↘ Reversal 46 (below price · 2.33 / 4.82% away)
- Expected move today ±6.15 · pre-open reference
- Strikes nearest the money (high to low): 50 positive, 49 negative, 48 negative, 47 positive, 46 negative, 45 negative
- Since yesterday's close, positioning grew at 55, 60, 65.
- ATM implied volatility 48.2%