BBY gamma levels.
Where BBY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BBY $99.63 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (below price · 4.63 / 4.65% away); ↯ Surge, live flow 106 (above price · 6.37 / 6.39% away); ‖ call wall — sticky, but below price · not a ceiling from here 95 (below price · 4.63 / 4.65% away); ‖ put wall — floor, slippery 92.5 (below price · 7.13 / 7.16% away); ↘ Reversal 92.5 (below price · 7.13 / 7.16% away)
- Expected move today ±6.62 · pre-open reference
- Strikes nearest the money (high to low): 102 positive, 101 negative, 100 positive, 99 positive, 98 positive, 97.5 positive
- Since yesterday's close, positioning grew at 87.5, 95, 100 and faded at 97, 98.
- Event pricing: the options market prices an unusually large move into 2026-11-27 (±$14.17 by that date, about 1.7x 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 45.6%