BSX gamma levels.
Where BSX tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- BSX $44.18 · up 0.16% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 40 (below price · 4.18 / 9.46% away); ↯ Surge — live flow 44 (below price · 0.18 / 0.41% away); ‖ call wall — ceiling, sticky 60 (above price · 15.82 / 35.81% away); ‖ put wall — floor, slippery 40 (below price · 4.18 / 9.46% away); ⚡ gamma flip 43.16 (below price · 1.02 / 2.31% away); ↘ Reversal 60 (above price · 15.82 / 35.81% away)
- Expected move today ±1.88 · pre-open reference
- Strikes nearest the money (high to low): 45.5 positive, 45 negative, 44.5 positive, 44 negative, 43.5 positive, 43 negative
- Since yesterday's close, positioning faded at 45, 67.5.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$5.83 by that date, about 1.9x 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 40.2%