BROS gamma levels.
Where BROS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BROS $37.28 · down 2.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 37.5 (above price · 0.22 / 0.59% away); ↯ Surge, live flow 42.5 (above price · 5.22 / 14.00% away); ‖ call wall — ceiling, sticky 45 (above price · 7.72 / 20.71% away); ‖ put wall — slippery, but above price · not a floor from here 37.5 (above price · 0.22 / 0.59% away); ⚡ gamma flip 35.67 (below price · 1.61 / 4.32% away); ↘ Reversal 45 (above price · 7.72 / 20.71% away)
- Expected move today ±2.16
- Strikes nearest the money (high to low): 38.5 negative, 38 negative, 37.5 negative, 37 negative, 36.5 negative, 36 negative
- Since yesterday's close, positioning grew at 35, 37.5, 40 and faded at 41, 50.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$7.11 by that date, about 2.9x 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 42.9%