DIS gamma levels.
Where DIS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- DIS $116.75 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 120 (above price · 3.25 / 2.78% away); ↯ Surge, live flow 120 (above price · 3.25 / 2.78% away); ‖ call wall — ceiling, sticky 120 (above price · 3.25 / 2.78% away); ‖ put wall — floor, slippery 100 (below price · 16.75 / 14.35% away); ↘ Reversal 100 (below price · 16.75 / 14.35% away)
- Expected move today ±4.21 · pre-open reference
- Strikes nearest the money (high to low): 119 positive, 118 positive, 117 positive, 116 positive, 115 positive, 114 positive
- Since yesterday's close, positioning faded at 117, 118, 121.
- Event pricing: the options market prices an unusually large move into 2026-11-20 (±$9.75 by that date, about 2x 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 26.1%