URBN gamma levels.
Where URBN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- URBN $92.90 · up 3.97% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 95 (above price · 2.10 / 2.26% away); ↯ Surge, live flow 96 (above price · 3.10 / 3.34% away); ‖ call wall — ceiling, sticky 95 (above price · 2.10 / 2.26% away); ‖ put wall — floor, slippery 88 (below price · 4.90 / 5.27% away)
- Expected move today ±3.33
- Strikes nearest the money (high to low): 95 positive, 94 positive, 93 positive, 92 positive, 91 positive, 90 positive
- Since yesterday's close, positioning grew at 93, 95, 105 and faded at 85.
- Event pricing: the options market prices an unusually large move into 2026-11-27 (±$13.92 by that date, about 1.7x 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 69.7%