QS gamma levels.
Where QS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- QS $4.28 · up 0.00% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 4 (below price · 0.28 / 6.54% away); ↯ Surge, live flow 4.5 (above price · 0.22 / 5.14% away); ‖ call wall — sticky, but below price · not a ceiling from here 4 (below price · 0.28 / 6.54% away); ‖ put wall — floor, slippery 3.5 (below price · 0.78 / 18.22% away)
- Expected move today ±0.55 · pre-open reference
- Strikes nearest the money (high to low): 5.5 positive, 5 positive, 4.5 positive, 4 positive, 3.5 negative, 3 negative
- Since yesterday's close, positioning grew at 4, 5 and faded at 4.5, 15, 20.
- Event pricing: the options market prices an unusually large move into 2026-12-04 (±$1.17 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 80.7%