PYPL gamma levels.
Where PYPL tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PYPL $52.62 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt — biggest level 60 (above price · 7.38 / 14.03% away); ↯ Surge — live flow 55 (above price · 2.38 / 4.52% away); ‖ call wall — ceiling, sticky 60 (above price · 7.38 / 14.03% away); ‖ put wall — floor, slippery 50 (below price · 2.62 / 4.98% away); ↘ Reversal 50 (below price · 2.62 / 4.98% away)
- Expected move today ±1.83 · pre-open reference
- Strikes nearest the money (high to low): 55 positive, 54 positive, 53 positive, 52.5 negative, 52 negative, 51 negative
- Since yesterday's close, positioning faded at 60, 65.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$7.29 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 39.5%