GAP gamma levels.
Where GAP tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GAP $22.86 · up 3.91% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 22.5 (below price · 0.36 / 1.57% away); ↯ Surge, live flow 23 (above price · 0.14 / 0.61% away); ‖ call wall — ceiling, sticky 24 (above price · 1.14 / 4.99% away); ‖ put wall — floor, slippery 22.5 (below price · 0.36 / 1.57% away); ↘ Reversal 24 (above price · 1.14 / 4.99% away)
- Expected move today ±0.71 · pre-open reference
- Strikes nearest the money (high to low): 24 positive, 23.5 positive, 23 positive, 22.5 negative, 22 negative, 21.5 negative
- Since yesterday's close, positioning grew at 22.5, 24.
- Event pricing: the options market prices an unusually large move into 2026-11-20 (±$3.07 by that date, about 2.1x 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 40.3%