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 $376.58 · down 2.11% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 270 (below price · 106.58 / 28.30% away); ↯ Surge, live flow 370 (below price · 6.58 / 1.75% away); ‖ call wall — ceiling, sticky 430 (above price · 53.42 / 14.19% away); ‖ put wall — floor, slippery 270 (below price · 106.58 / 28.30% away); ⚡ gamma flip 350.42 (below price · 26.16 / 6.95% away); ↘ Reversal 430 (above price · 53.42 / 14.19% away)
- Expected move today ±64.4 · pre-open reference
- Strikes nearest the money (high to low): 400 positive, 390 positive, 380 negative, 370 negative, 360 positive, 350 positive
- Since yesterday's close, positioning grew at 270 and faded at 380, 420.
- ATM implied volatility 67.9%