MSFT gamma levels.
Where MSFT tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- MSFT $502.95 · up 0.27% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 510 (above price · 7.05 / 1.40% away); ↯ Surge — live flow 505 (above price · 2.05 / 0.41% away); ‖ call wall — ceiling, sticky 510 (above price · 7.05 / 1.40% away); ‖ put wall — floor, slippery 497.5 (below price · 5.45 / 1.08% away); ↘ Reversal 497.5 (below price · 5.45 / 1.08% away)
- Expected move today ±8.23 · pre-open reference
- Strikes nearest the money (high to low): 510 positive, 507.5 positive, 505 positive, 502.5 positive, 500 positive, 497.5 negative
- Since yesterday's close, positioning grew at 505, 507.5, 510.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$50.92 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 32.8%