AMZN gamma levels.
Where AMZN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- AMZN $258.45 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 260 (above price · 1.55 / 0.60% away); ↯ Surge — live flow 257.5 (below price · 0.95 / 0.37% away); ‖ call wall — ceiling, sticky 260 (above price · 1.55 / 0.60% away); ‖ put wall — floor, slippery 240 (below price · 18.45 / 7.14% away); ↘ Reversal 240 (below price · 18.45 / 7.14% away)
- Expected move today ±5.08 · pre-open reference
- Strikes nearest the money (high to low): 265 positive, 262.5 positive, 260 positive, 257.5 positive, 255 positive, 252.5 positive
- Since yesterday's close, positioning grew at 260, 262.5, 265.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$32.34 by that date, about 2.1x 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 31.4%