EXPE gamma levels.
Where EXPE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- EXPE $268.47 · down 2.10% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 270 (above price · 1.53 / 0.57% away); ↯ Surge, live flow 250 (below price · 18.47 / 6.88% away); ‖ call wall — ceiling, sticky 270 (above price · 1.53 / 0.57% away); ‖ put wall — floor, slippery 220 (below price · 48.47 / 18.05% away); ⚡ gamma flip 260.74 (below price · 7.73 / 2.88% away); ↘ Reversal 220 (below price · 48.47 / 18.05% away)
- Expected move today ±15.8
- Strikes nearest the money (high to low): 275 positive, 272.5 positive, 270 positive, 267.5 negative, 265 negative, 262.5 negative
- Since yesterday's close, positioning grew at 270, 272.5, 275 and faded at 290.
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$43.93 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 49.6%