BAX gamma levels.
Where BAX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BAX $24.78 · up 1.77% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 25 (above price · 0.22 / 0.89% away); ‖ call wall — ceiling, sticky 25 (above price · 0.22 / 0.89% away); ‖ put wall — floor, slippery 17.5 (below price · 7.28 / 29.38% away)
- Expected move today ±1.13
- Strikes nearest the money (high to low): 26 positive, 25.5 positive, 25 positive, 24.5 positive, 24 positive, 23.5 negative
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 25.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$3.29 by that date, about 2.3x 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 31.9%