YUM gamma levels.
Where YUM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- YUM $146.75 · up 1.33% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 160 (above price · 13.25 / 9.03% away); ↯ Surge, live flow 145 (below price · 1.75 / 1.19% away); ‖ call wall — ceiling, sticky 160 (above price · 13.25 / 9.03% away); ‖ put wall — floor, slippery 135 (below price · 11.75 / 8.01% away); ⚡ gamma flip 137.96 (below price · 8.79 / 5.99% away); ↘ Reversal 135 (below price · 11.75 / 8.01% away)
- Expected move today ±4.70
- Strikes nearest the money (high to low): 160 positive, 155 positive, 150 positive, 145 positive, 140 negative, 135 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 150, 155, 160 and faded at 135.
- ATM implied volatility 27.3%