GSK gamma levels.
Where GSK tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GSK $48.24 · down 1.03% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 47 (below price · 1.24 / 2.57% away); ↯ Surge, live flow 47.5 (below price · 0.74 / 1.53% away); ‖ call wall — sticky, but below price · not a ceiling from here 47 (below price · 1.24 / 2.57% away); ‖ put wall — floor, slippery 45 (below price · 3.24 / 6.72% away); ⚡ gamma flip 45.22 (below price · 3.02 / 6.26% away); ↘ Reversal 45 (below price · 3.24 / 6.72% away)
- Expected move today ±1.45 · pre-open reference
- Strikes nearest the money (high to low): 49.5 positive, 49 negative, 48.5 negative, 48 positive, 47.5 negative, 47 positive
- Event pricing: the options market prices an unusually large move into 2026-11-13 (±$3.90 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 43.1%