ZBRA gamma levels.
Where ZBRA tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ZBRA $347.01 · down 0.81% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 270 (below price · 77.01 / 22.19% away); ↯ Surge — live flow 340 (below price · 7.01 / 2.02% away); ‖ call wall — ceiling, sticky 390 (above price · 42.99 / 12.39% away); ‖ put wall — floor, slippery 270 (below price · 77.01 / 22.19% away); ⚡ gamma flip 370.88 (above price · 23.87 / 6.88% away); ↘ Reversal 390 (above price · 42.99 / 12.39% away)
- Expected move today ±15.8 · pre-open reference
- Strikes nearest the money (high to low): 370 negative, 360 positive, 350 positive, 340 negative, 330 negative, 320 negative
- Since yesterday's close, positioning grew at 320, 330 and faded at 350, 370, 390.
- ATM implied volatility 32.8%