UPS gamma levels.
Where UPS tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- UPS $94.75 · up 0.00% on the day · negative gamma overall (moves tend to extend)
- Levels: ★ Volt — biggest level 110 (above price · 15.25 / 16.09% away); ↯ Surge — live flow 97 (above price · 2.25 / 2.37% away); ‖ call wall — ceiling, sticky 110 (above price · 15.25 / 16.09% away); ‖ put wall — floor, slippery 90 (below price · 4.75 / 5.01% away); ⚡ gamma flip 95.15 (above price · 0.40 / 0.42% away); ↘ Reversal 90 (below price · 4.75 / 5.01% away)
- Expected move today ±2.49 · pre-open reference
- Strikes nearest the money (high to low): 97 positive, 96 negative, 95 negative, 94 negative, 93 negative, 92 negative
- Since yesterday's close, positioning grew at 90 and faded at 95, 105, 110.
- Event pricing: the options market prices an unusually large move into 2026-10-30 (±$10.34 by that date, about 2.3x 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 27.0%