LLY gamma levels.

Where LLY tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.

• LLY $1164.89 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
• Levels: ★ Volt — biggest level 1200 (above price · 35.11 / 3.01% away); ↯ Surge — live flow 1220 (above price · 55.11 / 4.73% away); ‖ call wall — ceiling, sticky 1200 (above price · 35.11 / 3.01% away); ‖ put wall — floor, slippery 1120 (below price · 44.89 / 3.85% away); ⚡ gamma flip 1152.55 (below price · 12.34 / 1.06% away); ↘ Reversal 1120 (below price · 44.89 / 3.85% away)
• Expected move today ±36.6 · pre-open reference
• Strikes nearest the money (high to low): 1175 positive, 1170 positive, 1165 negative, 1160 positive, 1155 negative, 1150 negative
• Since yesterday's close, positioning faded at 1200, 1220.
• Event pricing: the options market prices an unusually large move into 2026-10-30 (±$146.01 by that date, about 1.9x 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 34.0%