LQD gamma levels.
Where LQD tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LQD $102.03 · up 0.28% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 101 (below price · 1.03 / 1.01% away); ↯ Surge — live flow 101.5 (below price · 0.53 / 0.52% away); ‖ call wall — ceiling, sticky 108 (above price · 5.97 / 5.85% away); ‖ put wall — floor, slippery 101 (below price · 1.03 / 1.01% away); ⚡ gamma flip 104.3 (above price · 2.27 / 2.22% away); ↘ Reversal 108 (above price · 5.97 / 5.85% away)
- Expected move today ±4.46 · pre-open reference
- Strikes nearest the money (high to low): 103.5 positive, 103 negative, 102.5 positive, 102 negative, 101.5 negative, 101 negative
- Event pricing: the options market prices an unusually large move into 2026-11-06 (±$8.92 by that date, about 5.8x 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 100.3%