ZBH gamma levels.
Where ZBH tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ZBH $91.57 · up 3.72% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 100 (above price · 8.43 / 9.21% away); ↯ Surge, live flow 85 (below price · 6.57 / 7.17% away); ‖ call wall — ceiling, sticky 100 (above price · 8.43 / 9.21% away); ‖ put wall — floor, slippery 90 (below price · 1.57 / 1.71% away); ⚡ gamma flip 92.07 (above price · 0.50 / 0.55% away); ↘ Reversal 90 (below price · 1.57 / 1.71% away)
- Expected move today ±5.48
- Strikes nearest the money (high to low): 105 positive, 100 positive, 95 negative, 90 negative, 85 negative, 80 negative
- Since yesterday's close, positioning grew at 90, 100, 115 and faded at 80, 85, 95.
- ATM implied volatility 33.1%