ZTS gamma levels.
Where ZTS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, in plain English, 15-minute delayed and free.
- ZTS $77.36 · up 3.12% on the day · positive gamma overall (sticky: moves grind and levels hold)
- Levels: ★ Volt — biggest level 80 (above price · 2.64 / 3.41% away); ↯ Surge — live flow 75 (below price · 2.36 / 3.05% away); ‖ call wall — ceiling, sticky 80 (above price · 2.64 / 3.41% away); ‖ put wall — floor, slippery 70 (below price · 7.36 / 9.51% away); ⚡ gamma flip 74.85 (below price · 2.51 / 3.24% away); ↘ Reversal 70 (below price · 7.36 / 9.51% away)
- Expected move today ±6.14
- Strikes nearest the money (high to low): 90 sticky, 85 sticky, 80 sticky, 75 slippery, 70 slippery, 65 slippery
- Since yesterday's close, positioning grew at 80, 85, 95 and faded at 65, 70.
- ATM implied volatility 34.2%