ALGN gamma levels.
Where ALGN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- ALGN $148.17 · down 3.34% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 150 (above price · 1.83 / 1.24% away); ↯ Surge — live flow 139 (below price · 9.17 / 6.19% away); ‖ call wall — ceiling, sticky 150 (above price · 1.83 / 1.24% away); ‖ put wall — floor, slippery 130 (below price · 18.17 / 12.26% away); ⚡ gamma flip 151.68 (above price · 3.51 / 2.37% away); ↘ Reversal 130 (below price · 18.17 / 12.26% away)
- Expected move today ±6.36
- Strikes nearest the money (high to low): 150 positive, 149 negative, 148 negative, 147 negative, 146 negative, 145 negative
- Since yesterday's close, positioning grew at 130, 150, 160 and faded at 152.5, 157.5, 170.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$25.44 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 67.3%