AAP gamma levels.
Where AAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AAP $41.66 · down 1.51% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 40 (below price · 1.66 / 3.98% away); ↯ Surge, live flow 44.5 (above price · 2.84 / 6.82% away); ‖ call wall — ceiling, sticky 45 (above price · 3.34 / 8.02% away); ‖ put wall — floor, slippery 40 (below price · 1.66 / 3.98% away); ⚡ gamma flip 41.09 (below price · 0.57 / 1.37% away); ↘ Reversal 45 (above price · 3.34 / 8.02% away)
- Expected move today ±2.38
- Strikes nearest the money (high to low): 43 positive, 42.5 negative, 42 positive, 41.5 positive, 41 positive, 40.5 positive
- Since yesterday's close, positioning grew at 40 and faded at 45, 47.5, 50.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$6.74 by that date, about 1.8x this board's normal daily move). On single names this is usually an earnings report. Descriptive of the market's own pricing, never a forecast.
- ATM implied volatility 50.7%