GWRE gamma levels.
Where GWRE tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- GWRE $145.01 · up 2.96% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 160 (above price · 14.99 / 10.34% away); ↯ Surge — live flow 135 (below price · 10.01 / 6.90% away); ‖ call wall — ceiling, sticky 160 (above price · 14.99 / 10.34% away); ‖ put wall — floor, slippery 145 (below price · 0.01 / 0.01% away); ⚡ gamma flip 134.12 (below price · 10.89 / 7.51% away); ↘ Reversal 145 (below price · 0.01 / 0.01% away)
- Expected move today ±10.8 · pre-open reference
- Strikes nearest the money (high to low): 160 positive, 155 negative, 150 positive, 145 negative, 140 negative, 135 negative
- Since yesterday's close, positioning grew at 135, 160, 165 and faded at 200, 210.
- ATM implied volatility 53.8%