ZTS gamma levels.
Where ZTS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ZTS $75.65 · up 1.12% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 80 (above price · 4.35 / 5.75% away); ↯ Surge, live flow 75 (below price · 0.65 / 0.86% away); ‖ call wall — ceiling, sticky 80 (above price · 4.35 / 5.75% away); ‖ put wall — floor, slippery 70 (below price · 5.65 / 7.47% away); ⚡ gamma flip 72.89 (below price · 2.76 / 3.65% away); ↘ Reversal 70 (below price · 5.65 / 7.47% away)
- Expected move today ±3.35
- Strikes nearest the money (high to low): 90 positive, 85 positive, 80 positive, 75 positive, 70 negative, 65 negative
- Since yesterday's close, positioning grew at 75, 80 and faded at 70.
- ATM implied volatility 37.0%