LULU gamma levels.
Where LULU tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- LULU $110.79 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 110 (below price · 0.79 / 0.71% away); ↯ Surge, live flow 112 (above price · 1.21 / 1.09% away); ‖ call wall — sticky, but below price · not a ceiling from here 110 (below price · 0.79 / 0.71% away); ‖ put wall — floor, slippery 95 (below price · 15.79 / 14.25% away); ⚡ gamma flip 102.86 (below price · 7.93 / 7.16% away); ↘ Reversal 95 (below price · 15.79 / 14.25% away)
- Expected move today ±7.02 · pre-open reference
- Strikes nearest the money (high to low): 113 positive, 112 positive, 111 positive, 110 positive, 109 positive, 108 positive
- Since yesterday's close, positioning faded at 109, 112, 118.
- Event pricing: the options market prices an unusually large move into 2026-12-11 (±$20.00 by that date, about 1.8x 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 45.2%