OPEN gamma levels.
Where OPEN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- OPEN $1.40 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 1 (below price · 0.40 / 28.57% away); ↯ Surge, live flow 1.5 (above price · 0.10 / 7.14% away); ‖ call wall — sticky, but below price · not a ceiling from here 1 (below price · 0.40 / 28.57% away); ‖ put wall — slippery, but above price · not a floor from here 11 (above price · 9.60 / 685.71% away)
- Expected move today ±0.29 · pre-open reference
- Strikes nearest the money (high to low): 3 positive, 2.5 positive, 2 positive, 1.5 positive, 1 positive, 0.5 positive
- Weekly magnet confluence: the next 4 weekly expirations put their biggest positive-gamma level above price (agreement of positioning, not a prediction).
- Since yesterday's close, positioning grew at 1, 3.5 and faded at 1.5, 2, 2.5.
- Event pricing: the options market prices an unusually large move into 2026-12-18 (±$0.66 by that date, about 2.4x 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 140.2%