BEKE gamma levels.
Where BEKE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BEKE $17.08 · down 0.93% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 20 (above price · 2.92 / 17.10% away); ↯ Surge, live flow 18 (above price · 0.92 / 5.39% away); ‖ call wall — ceiling, sticky 20 (above price · 2.92 / 17.10% away); ‖ put wall — floor, slippery 15 (below price · 2.08 / 12.18% away); ↘ Reversal 15 (below price · 2.08 / 12.18% away)
- Expected move today ±0.98 · pre-open reference
- Strikes nearest the money (high to low): 18.5 negative, 18 positive, 17.5 positive, 17 negative, 16.5 negative, 16 negative
- Event pricing: the options market prices an unusually large move into 2026-11-13 (±$4.15 by that date, about 4x 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 41.3%