AIG gamma levels.
Where AIG tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AIG $75.12 · up 0.25% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt, the biggest level 75 (below price · 0.12 / 0.16% away); ↯ Surge, live flow 75 (below price · 0.12 / 0.16% away); ‖ call wall — ceiling, sticky 80 (above price · 4.88 / 6.50% away); ‖ put wall — floor, slippery 75 (below price · 0.12 / 0.16% away); ⚡ gamma flip 78.56 (above price · 3.44 / 4.58% away); ↘ Reversal 80 (above price · 4.88 / 6.50% away)
- Expected move today ±2.60
- Strikes nearest the money (high to low): 77.5 negative, 77 positive, 76 positive, 75 negative, 74 negative, 73 negative
- Since yesterday's close, positioning grew at 75, 76, 77.5 and faded at 60.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$5.86 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.