YUM gamma levels.
Where YUM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- YUM $153.84 · up 2.05% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 160 (above price · 6.16 / 4.00% away); ↯ Surge — live flow 155 (above price · 1.16 / 0.75% away); ‖ call wall — ceiling, sticky 160 (above price · 6.16 / 4.00% away); ‖ put wall — floor, slippery 145 (below price · 8.84 / 5.75% away); ⚡ gamma flip 137.82 (below price · 16.02 / 10.41% away); ↘ Reversal 135 (below price · 18.84 / 12.25% away)
- Expected move today ±8.80
- Strikes nearest the money (high to low): 165 sticky, 160 sticky, 155 sticky, 150 sticky, 145 slippery, 140 slippery
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level below price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 160, 165, 170 and faded at 145.
- ATM implied volatility 22.2%